The icon changed to whatever it opens with now I am assuming.
Go into Notepad, type some random stuff, heck just copy/paste this into notepad, then do a save as and save the file type as .html and be sure to change the bottom box from "Text Document" to "All Files"
Then go to where you saved the file, right click it, go to properties then do the same thing I said above. Click the "Change" button, and change the association to IE.
That should change the icon, the file associations, and everything back on all of your IE stuff.
If you have shortcuts to IE on your desktop and that is what is screwed up, then you'll probably want to start a new thread asking about how to fix that one.