Try going into tools...etc as you said, then select the file type, then either choose the program associated (If one isn't associated), or (most likely) you mean that the program's still associated but there's just no icon, if this is the case then click 'advanced>>change icon'. You can then click the browse button and select the .exe of the association i.e. "C:\Program Files\Mozilla Firefox\firefox.exe" and a list of icons of that .exe will be displayed to you (I think firefox has three) choose the correct one, which is usually the first one.