Here's how its done in mandrake
Right click on desktop and choose "create new , Link to application"
When that window opens, you can choose a name for the link and you can also choose an icon. There is an execute tab in that window where you can browse to the folder that has the firefox exe file. After thats done click O K and you have an icon that will start the program. Hope this helps. Also there is a folder in you fire fox dir that says icons and you can use one of those, just pick "other icons" from the first tab of the link to app window.

Since you are using Suse, I am gonna assume that you are running KDE. (Gnome does this in a similar way).

Same as Windows, right click on you desktop and select new>application launcher. Fill in the blanks. Name it. Click on the big square where the icon sits and navigate to the folder where the icon for firefox is. click on the executable tab and enter the path to the program (you can use ~/ as a shorthand for /home/whoeveriam).

Take about an hour and browse the KDE help file. Its well laid out and you'll find some neat and easy things in there.