I thought this was interesting so I looked into bookmarks with custom icons on Windows Vista.
A bookmark is just a text file with a .url extension containing the following:
[InternetShortcut]
URL=http://forum.lxcenter.org/index.php?t=msg&goto=89304&#msg_89304
IconFile=C:\Users\Carl\AppData\Local\Google\Chrome\Application\chrome.exe
This example has custom icon, otherwise only the URL entry would be there. There's other optional values like hotkey that can go in as well.
I tried changing IconFile
to point to an online resource (a favicon.ico) but it didn't work. Probably a security feature to keep out online nasties. So it looks like you would need the user download your icon file seperately, which sounds like too much for your target user.
The solution I would pursue would be to use a compiled language to create a standalone .exe file that has the icon you want embedded, and just loads the default web browser with the appropriate page. I don't do desktop apps, but I assume this shouldn't be too much harder than a hello world so I'd try that route.