Not really a issue with your forum, but if you right click on the shortcut on your desktop and go to properties and you should see a button there that says Change Icon..., click this and you will have the option to browse and you should be able to find something to change it to in a .dll or exe file.
Think of another icon that you like on a program you use and browse to go to that and you could change it to the same icon.
If you went to your forum and saved the shortcut to your forum on your desktop, what you are seeing is your sites favicon. This image also shows up in the address bar of your browser. If you want to change your favicon, you can use a free favicon generator found here. Simply save the favicon to your sites root directory and this new image will be what you and others will see when they save or bookmark your site. The file name must be called favicon.ico