Although the Microsoft Internet Explorer Links bar is a handy device that allows you quick access to some of your favorites links, all the links have the same icon. It doesn't have to remain that way though; you can change those icons.
To do this, right-click an icon and choose Properties. When the dialog opens, click Change Icon. In the Change Icon dialog box, click Browse and locate a suitable icon. Double-click the icon to accept it and then click OK to close the Properties dialog box.