Get your favorite icon editor - microangelo?
make an icon 16 x 16,
upload it to your root directory -ie the one where your index.htm is held and name it favicon.ico - done
if you do not have access to your root directory - use <LINK REL="SHORTCUT ICON" href="/wherever/favicon.ico"> .
(only IE users are going to see it)
there u have it
Michael
www.lingerieblowout.com