Could you send me the two ism files you are using? I will implement what I think is the fix and send it back to you. All you have to do is then build, install and let me know whether the icon problem get's fixed. You can email me the project to email@example.com.
As for the One Click Install problem the message you are seeing is probably in Internet Explorer because your setup is not digitally signed. By default Internet Explorer's security settings are set to NOT download and install unsigned Active X files (OCI is an ActiveX file). The other WebDeployment media should be the same size. Check again to see if in this you are downloaing the msi engines or whether you are streaming them in to Setup.exe.