If you have a shortcut on your desktop to for example the Perfect Parallel forums:
And you want to use the Perfect Golf icon with this shortcut as shown above you can find it at:
Steam\Steam\games [this is where the .ico file is located on your pc (more than likely)]
It is NOT Necessarily on drive G: this is the partition I installed it into but the path is Steam\Steam\games and whatever the harddrive letter is you installed steam at. NOT where you installed Perfect Golf but where Steam is installed at unless you installed Perfect Golf to the default.
What this means is that it is where you installed Steam and in that directory/folder it is at subfolder Steam and then another subfolder games. many icons there of games you have are there.
Now I just click this cool shortcut to Wham !! be at the forums .. should have done this months ago but I was kidnapped and was buried under the ground for awhile.
