-> Delete the shortcut

-> go to C:\Program Files\Mozilla Firefox\

• right-click firefox.exe to open the context menu -> Send To -> select Desktop (create shortcut)

Check and tell if its working.

Try to reset the Windows icon cache.

• Open the Task Manager (Shift+Ctrl+ESC)
• In the Process tab, right-click on the Explorer.exe process and select End Process.
• Open the file picker via "File > New Task (Run)" and click the Browse button.
• Type or Paste %USERPROFILE%\AppData\Local in the File name field (AppData is a hidden folder).
• Select the file IconCache.db and use Delete in the right-click context menu to delete the file.
• After the IconCache.db has been deleted, start a new explorer.exe process via "File > New Task" to get the desktop and Taskbar back.
• It is possible that the file IconCache.db is a hidden file and in that case you need to enable viewing hidden files. You can verify that you can see the file before doing the above mentioned steps.

See http://kb.mozillazine.org/Show_hidden_files_and_folders

I'm sorry mha007, but still the shortcut icon is like the image I attached.

Thank you cor-el, it solves my problem. But I used Windows XP SP2, I found the IconChace.db at %USERPROFILE%\Local\Application Data\.

Thanks again.