First place the KBbox.ico file in a central place on the network accessible by all users:
RMDelivery\Group Resources\Shared Documents\KnowledgeBox
Then create a new Shortcut in:
RMDelivery\Group Resources\Shortcut Bank
The shortcut should be set exactly as follows:
Right click in the above directory and select “Create Shortcut”
In the window that appears type (replacing the IP shown with the IP of your KnowledgeBox):
“C:\Program Files\Internet Explorer\IEXPLORE.EXE" http://213.18.226.4:9000/

Call it KnowledgeBox

Click Finish
Then find the icon you’ve just created, right click on it and select 'properties'
Select 'Change Icon'
In the File Name box type (changing NTSERVER for the name of the RM server):
\\NTSERVER\RMDelivery\Group Resources\Shared Documents\KnowledgeBox\KBbox.ico

Click 'OK'
Open the RM Management console
Select ‘Program Sets’

Double click on the program set you want to add KnowledgeBox to (maybe Curriculum Resources)
Click the ‘Shortcuts’ button

Then under ‘Shortcuts’ from the 'Source' dropdown menu
Highlight the KB icon and press 
Press ‘OK’
Then click on the 6th icon along on the top toolbar

which looks like
Or
Right Click on ‘Curriculum Resources’ and select ‘Redeliver program set’
Then reboot all the PCs, log in as a user and test that the icon appears
Troubleshooting
My icon doesn’t appear
Something is wrong with the shortcut (RM CC3 wont deliver an icon if there are ANY problems with it).
Normally this is due to the KBbox.ico file
To resolve this:
Delete the KnowledgeBox shortcut from RMDelivery\Group Resources\Shortcut Bank
Then create a new one (as above) but don’t change the icon (leave it as the default IE icon) then redeliver the program set and reboot all the PCs.
If that still doesn’t work:
Delete the KnowledgeBox shortcut from RMDelivery\Group Resources\Shortcut Bank
Then Copy the Internet explorer shortcut file and rename it to KnowledgeBox.
Then redeliver the program set and reboot all the PCs and test with a user account.
If this works:
Edit the icon file and add http://knowledgeboxIP:9000/ (with a space) after “C:\Program Files\Internet Explorer\IEXPLORE.EXE" (changing KnowledgeboxIP for the IP address of the KnowledgeBox)