Personally I haven't come across this, but have you tried reassigning file type to that of Print Shop Deluxe ?
In Explorer Right click on one of the saved thumbnails and select Open with, now select the Recommended program or use browse if Print Shop Deluxe isn't listed. Having selected it, check the Always use the selected program to open this kind of file.
That should change the associated icon, you may need to also change your browser download location, I never save downloads to the usual windows download location, but to my own.