Help - where do the shortcut icons live?

[phoenix]

Thanks. Good to go, but without the unique picture that the update produces (sometimes). That's what I was asking about, really. If I do the usual windows shortcut procedure, as you've suggested, I end up with about 5 games all with the same little green star (or red star for the EF titles...etc etc). But when the recent upgrades left me a shortcut they left it with a unique little picture - one unique to each game. So where is that picture? (So that I can do the shortcut process you've suggested above, then select change icon and select the nice unique icon...)?