system restore *may* delete some of your files, it seems to delete files with extensions or in places it knows about (or possibly in places it doesnt know about, ie outside documents folders) , i did it once it deleted a bunch of exes, docs and c files.
the puzzle icon is just a file that you extracted off the CD that windows picks up to use as an icon, try removing customization or looking for an ico file on the root. it might be hidden.
Also its best unzip stuff like that to a new folder, and not the temp folder either, lots of junk in there makes it confusing if you need to clean up, and its easier to get rid of.
Note: though i still think system restore is a great tool, but nothing beats a backup.
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