hello garry.. sorry just noticed your thread..
open up the script editor and write..
Highlight it and within' the script editor go to..
File > Save Selected to Shelf
a window will pop up askin' for the new icons name.. :p
make sure you have the shelf you want to save it in opened.. but if not doesn't matter you can middle mouse button drag that icon to the disposal can in the right top corner, to delete it.. and just do it again..