o.k. did u try the hijack thing also. If that doesn't show up anything, try to see what the properties of the icons are. See whether it's a URL shortcut or points to some location on the hdd.
If it's a URL shortcut, first make sure tht .htm,.html,.url are all opened with FF or opera. Make them the default browser. Then click on the shortcut & see where does it lead to. This will give u info. on what that icon/object is all about. Now if the site has some p*rn, some gambling site or some portal which u have no idea about then needs to be investigated & perhaps could report the same to the free anti-virus & anti-spyware camp. There is a possibility that u may have got something new in the wild which nobody knows about as of yet. This is extremely rare though but does happen.
If on the other hand, the icons/shortcut point to some place on the hdd then can see what that object is, if it's some program tht u don't know, first see in Add/Remove programs if that can be removed. If not, try to search the anti-virus & anti-spyware sites to see if there is any info. on tht particular application. You can also use Google search for the same.
Lastly, you can use something like System mechanic pro or some similar suite of tools for things further on.