The first image does not make clear what is wrong.
Anyway, icons on the desktop have a certain area around them where they don't accept other icons. So if you place icons too close to each other, some won't stay where you snapshot them.
Horizontally this area includes the width of the label text. So for example the Demos_WHDLoad and the Games_WHDload icons need quite a big distance between them.
For the second issue, make sure that the DefIcons program is running. And make sure that it is run only once at startup, because the second run stops the first one. Check WBStartup and user-startup.
