By all, you mean every Finder window/folder? That's normal. Add or remove any icon, and every window/folder shows the change.
if you place two open folders side by side and add an icon to the sidebar in one, the icon also appears in the other sidebar.
Ah i see. I will learn all this at Mac's at some point. I finally got the finder/hd side bar to show the normal apps icon/folder. My HD folder shows the right icon/folder again. The finder is the same because that's where I put the alias icon.