Windows 7 How to Pin Individual Website Icons to Taskbar Without Losing Favicon Images

Here's what I want......to be able to put icons for websites that I visit regularly on the taskbar. I assumed from all the hype that now we would be able to pin anything to the taskbar for ease of use. When ever I try to pin any website shortcut it sticks it under IE. Giving me the IE icon, and if I right click it shows whichever shortcut I saved. I want an ebay icon, Gmail icon, etc. etc. to show individually on the taskbar. The other problem is even if I save it to the desktop, a few hours or days later the icon has changed from whatever it was to a generic IE icon. The same thing would happen with Win XP, so I used to save Favicon pics in different folders and go back to properties and change the appearance.
Notepad, calculator, etc. all stick and show up properly in the taskbar..........how can I get webpage icons to do the same?????

Any help will be greatly appreciated!!!