1. You can create your own icon/menu entry. Use either mandrake's menu editor, or KDE's and create the entry you want. It should be semi self-explainatory on the entry once you bring up the menu editor.
Creating an icon on the "desktop" is even easier. Right click, scroll up to "create new" and choose link to application. From there, type in the name of the app (Opera) click the 3rd tab over (been a while, I could be wrong) and in the command box enter "opera" without quotes.
Save and exit, and now there should be the icon on your desktop. To change from the "gear" to something else, simply click the gear in the first screen where you typed the name of the app.