Ack! I have not seen that issue before. After the next occasion you close LW down, re-run the LW-Java shortcut installer. Hopefully that will fix it. Or a reboot after using it but hopefully that should not be necessary. The change should be immediate. It is also possible to uninstall the shortcuts via the Add/Remove programs Control Panel, perhaps try reinstalling it after that. (The LW-Java shortcut uninstall listing will be listed beside LW in the control panel.)

Hopefully this is a one off issue. ie: the system might not have updated its icons properly which is why I hinted at a reboot. Actually I have seen that happen before but not with this installer.