Hey guys, I found this thread from XDA-Developers:
[Updated:04-July] Opera Mini 4.1 CAB + OEM for Windows mobile (Now Cook in your ROM) - xda-developers

It will tell you how to get the Opera icon, sort of (you have to dig). There is also a stand-alone CAB for the program.

Since I'm a nice guy, I'll simplify it.

1) Download the Opera Tweaks
.
2) Copy Opera_Icon.dll and ico to appdb.
3) Modify your existing shortcut to say "?\Windows\Appdb\opera_icon.dll,0", at the end of it, no quotes. Mine reads: 28#"\Windows\jbed.exe" -run s0_?\Windows\Appdb\opera_icon.dll,0
4) Soft Reset.