Now, you must change the icon of the shortcut. right click on the icon and select properties.
Now click change properties. it is on the lower half of the screen. sorry about the pic being sideways. it just made it a bit clearer
then another window will open (pic is sideways again). click browse and look in your CD drive. there should be your game/program icon. click it and press ok. after you click ok it will return back to the last window. click ok on that one as well.