Hmm, strange one, by recreating the link like above it should have used the icon on the application,
Sounds like you may need to get your IT Guys involved on this, there are 2 things that they can do, check the icon of the EXE in the NAV application folder (Properties on finsql.exe & Microsoft.Dynamics.Nav.Server.exe) and if nothing there an uninstall / reinstall of the NAV client might do the trick