to me, it sounds like the icon is a symlink (you probably already know this, but, if not: a windows shortcut is kind of the equivalent of a linux symlink), or a desktop file to mount the drive, which then might make another symlink on the desktop to the drive
a bit more information would be useful, so, if you could I suppose restart the computer, or get it so there is only one icon for the drive on the desktop, open a shell, run
and post the output here, that would help. the command above will print each device that is mounted, where it's mounted to (the mount point), and things like the permissions that go along with it.
Code:
/dev/hda4 on / type reiserfs (rw,noatime)
means that the fourth partition, on the master drive, on the primary IDE channel is mounted as / (which is the root directory, in this case), it has the reiser file system, and the two things in brackets are permissions, and options.
Code:
/dev/hdb1 on /mnt/Shared type vfat (rw,noatime,uid=00,gid=100,umask=002)
shows that the first partition on the non master drive, on the primary IDE channel is mounted as /mnt/Shared
that's one way you can check to see if the drive is mounted. if it's not mounted, then you probably won't be able to access it.
another thing that would be helpful to know, is what the icon does. if you open an editor, and open the icon, on your desktop, there should be a few lines. if you post them, that would also be helpful
Im sorry I haven't been more helpful, yet, but yeah, knowing those things would probably help quite a bit