If you want to have desktop icons for your favorite Google Talk contacts, there's an easy to do it.
Right-click on your desktop and select New / shortcut. Then type:
and the name of your friend (of course, replace [Gmail-Username] with the actual username). When you click on the shortcut, Google Talk will open a new window where you can chat with your friend. To make a shortcut that automatically calls your friend type this instead:
You could right-click on the icon, select properties and choose a new icon. To convert a JPG file into an icon, you need a software like IrfanView: just open the photo, crop the face area and save it as an ICO file.
If Google Talk is not open, clicking on the shortcut will launch it, but won't open a new chat window for your friend.
Bonus tip: you can easily launch Google Talk by going to Start/Run and typing gtalk: (gtalk followed by a colon).