The most common cause of this kind of issue (icons not sticking, sticking when you do not want them to, or wrong icons being displayed), if it's limited to one folder, is a corrupted view settings file, called .DS_Store, in the folder in question. Deleting it and relaunching the Finder (via the Force Quit dialog, for example) usually clears this up - but it also has the side effect of resetting view options for that folder to the defaults, whatever those are currently set to.