Where is the code ? (Menu system... Bookmarks module...)

I installed the Bookmarks module to manage bookmarks per user.
Indeed, the Bookmarks module provides an interface to control and customize user bookmarks.
Now, I would like to enhance the display.
For example, in front of each item, I would like to add an icon.
But where is the code for this ?

Moreover, I would like to open my bookmarks in a popup.
So I added a javascript function in my theme.
Now, how to call this function ?
I tried to add such a bookmark: javascript:open-my-popup('www.google.com'), but I had the error message:
The path 'open-my-popup('www.google.com')' is either invalid or you do not have access to it.

How to force or allow this format ?
Or where is the code building the "a href" tags ?
Bookmarks are based on the menu system.
I opened the files in drupal-6.10\modules\menu but they seems very complex...