I'm guessing that your not using window blinds or icon packager, so if you are just using it the way it came, then I don't know why your icons would be blurry, though you might check under thr desktop properties and check the size of your icons, a weird number will make them look like hell. You'll want to keep them in certain numbers i.e. 16x16 24x24 32, 48, 64, you get the idea.
but that shouldn't be a problem if only a FEW of you icons are blurry, putting that number on 17 would make all your icons look bad.
What I think the problem is, because you say only a few are blurry, and you downloaded mlb baseball and it's icon looks blurry, It's most likely that the icon that the program installs on your desktop is just a crappily made icon.