Hi Sonja,
Windows can be a pain when it comes to refreshing icons on certain workstations depending on their user rights, set up, etc. Try pressing F5 with the desktop as the active window to refresh the icons.
Also, here is a suggestion from Michael at Softrak that has worked well for us:
http://www.winability.com/repair-windows-desktop-icon-cache/Dan.
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Dan Desautels
DezTek Solutions Inc.
Thunder Bay, ON