Just recently (well, after installing a new HDD actually) I have found that sometimes when I close any program, my desktop shortcut icons change briefly to what I would describe as MS icons, that are used in the absence of program specific icons, i.e. the Adobe Reader 7 icon changes from what looks like a white flag with 3 red lines to a boring white rectangle with the top right corner curled over with something inside. Although most of them reappear in a fraction of a second, 2 or 3 of them don't.
It's not a major problem as these icons work perfectly well. I'm just curious as to what could be causing it.
That shouldn't happen. I would try dragging out new shortcuts, or right click the desktop and choose properties. Click the appearance tab and then the advanced button. From the Item list choose Icon and then change the size from the default 32 to anything else, and then change it back again. Sometimes cures this.