http://tools.dynamicdrive.com/favicon/
A favicon (short for Favorite icon), also known as a shortcut icon, Web site icon, URL icon, or bookmark icon, is a file containing one or more small icons, most commonly 16×16 pixels, associated with a particular Web site or Web page. Wikipedia
Scott - Posted
You can add a Favicon by logging into your website, clicking "Manage Site", then clicking: Appearance>>Advanced>>Upload Favicon.
Note: After you've uploaded it, it can take up to an hour for the Favicon to show up. Be sure to clear your browser cache as well.