Desktop icons wrong... Help PLEASE!!

Can someone please tell me... what would make an icon on my desktop change to
and icon of a completely different web site.. I deleted it and created a
shortcut (right directly from the web page) and it came up with the faulty
one again.. I deleted both of the faulty ones and tried again, but it still
comes up with the wrong icon. The only thing I did differently (that I know
of) is to install an air card (or I should say the sales gal did) to try for
a better internet service than I had. Hopefully I am in the right discussion
group.. if not please direct me..
Thank you in advance for any help you can give..