Use the following registry tweak to get an IE icon in Vista (the same way it was in Windows XP).
[HKEY_CURRENT_USERSoftwareMicrosoftWindowsCurrentVersionExplorerHideDesktopIconsNewStartPanel]
“{871C5380-42A0-1069-A2EA-08002B30309D}”=dword:00000000
[HKEY_CURRENT_USERSoftwareMicrosoftWindowsCurrentVersionExplorerHideDesktopIconsClassicStartMenu]
“{871C5380-42A0-1069-A2EA-08002B30309D}”=dword:00000000
You can also copy & paste the above lines into a notepad and save it as a .reg file. Then run it to merge the registry settings inot the registry.
NOTE: Modify registry on your risk. For a failsafe you can also backup registry before that.