small universe at war problem

hello gurus. a little problem here with universe at war, but NOT the game itself. it's great and very fun. the problem starts when i exit the game. once back to desktop, the 'documents' icon transforms into one of those beige folders, instead of the nice blue vista icons. if i recycle then restore the icon it returns, but there must be a way to keep the icon. this is the only game i have seen produce this strange behavior

THANKS!