Update:
I think I know what happened. The web site removed those extra bits that can show up when right clicking, but the cache has been left behind. A bug in ie9? I assume that the ie9 team are aware of this by now, so won't bother with sending in feedback.
end update.
I dragged a web site to the task bar and at first it had icons, but now the graphics or icons have gone missing.
here, a picture shows the problem.