Right click the shortcut, rename it to Mozilla Firefox, then right click again and go to Properties. On the top it should say Shortcut, then click Change Icon. You might have to browse through your Program Files to get to the correct one though.
The fake Internet Explorer will link to the script, (as long as you put it in your C: drive) which is a fake error message popup. It'll go through a dialogue. Don't worry, it's not horribly long, but you might want to check it before leaving it around for anyone else in case it doesn't work on your computer for some reason.
Let's see. . . So my brother was all like, "WTF? Where's IE8???" But he knew I did that since I was the biggest MegaMan fan in our family, see he budged in my room just to say, "Oh God, you suck, man!". It's pretty funneh. xD