Web Internet Location icon on desktop

...it looks like a blue "at" symbol with "http" under it. Boring. Also, if I have twelve of 'em on my desktop, and they all look the same, do I have to look at the caption under each icon to make sure I'm going surfing where I want to? Wouldn't it be neato to change the icon to something more visually recognizable? I tried the stock "Get info", copy and paste a new jpg "icon" on the top left icon, but it doesn't seem to work on Web Internet Location icons. Am I missing something, or is it impossible?