XP ICONS changing on their own...

Hi. Hope somebody can shed some light on this for me, am not very techy, but try. Sudden problems with some ICONS changing and also not functioning the previous ways. For example, I have a game site on an Icon, Pogo, Club Pogo. Had given it a cute, different ICON to stand out, as I access it often, easier to see. Now, first in Quick Launch, now the Desktop, the ICONS for POGO are not the one they have been for months now, but this White file with some sort of pic inside, doggeared.says when the mouse hovers on it, the the "Connection Failed' instead of the Club Pogo i named it. Another example: my ISP, when I click on it, does nothing, have othe files for the ISP, sometimes they open and dial, othertimes, do nothing. Have to experiment each day to see what one will get e online. And then, when I click to show whatever, a homepage, it says, cannot find, to refresh, but nothing happens, until I find the icon that now brings that up. I admit I do not understand files, folders and the types, how to use these properly, but have not done anything...this one is all on XP..as far as i can tell..lol
thanx for your help!!