Where does MSIE store the icons for the Favorites sites?

[iamme]

You know, all the little ones to the right before the site name. They are a blank page w/ a blue "e" on it, by default

 

[silent tone]

I believe they're stored in the temporary internet files dir. That's why they get deleted after a few days. If you want to know more, they're called 'favicons'.