You can look here and see how the author does it:
How to Add a Shortcut Icon to a Web Page
http://msdn.microsoft.com/workshop/author/dhtml/howto/shortcuticon.asp
http://www.favicon.com/
...Alan

Signature
Alan Edwards, MS MVP W95/98 Systems
http://dts-l.org/index.html
In microsoft.public.windows.inetexplorer.ie5.browser, "will"
<wsasser@juno.com> wrote:
>On some web sites, when I save them in "Favorites" the
>Site Name will have an ICON in front of it. How is that
>done?