I don't have Vista, so the following may require some variation in exact procedure, but the basic idea should work.
This page explain how to create a personal icon (file extension: .ico)
Create Icons This uses the free graphics program
IrfanView.
Create your own icon, with whatever file name you want using the extension: .ico
Save that file to a directory other than "Temporary Internet Files". For instance, put it in C://sarah51
Once done, right click on the desktop shortcut and use the Properties command. Click the "Change Icon" button and direct it to the c://sarah51 folder where your icon file is saved.
You can see all installed .ico files on your system by searching for: *.ico
You can use IrfanView to open and edit existing .ico files. Right click on the .ico file and use the "Open With" command (when IrfanView is installed). You may need to use the "Choose Program" button to locate the IrfanView program file option.
I hope this helps!
Dwight