Hi,
I would just use a login batch file to do it.
xcopy "c:\icon shortcut file" c:\documents and settings\%username%\deskto
p
.
.
.
You can also do this with a vbs script and apply it to the GPO have a look at this:
http://www.msfn.org/board/lofiversion/index.php/t61751.htmlHTH