URL: http://tools.dynamicdrive.com/favicon/

Use this FREE online tool to easily create a favicon (favorites icon) for your site. A favicon is a small, 16x16 image that is shown inside the browser's location bar and bookmark menu when your site is called up. It is a good way to brand your site and increase it's prominence in your visitor's bookmark menu.

More information on favicon

After you've created a neat favicon, it's time to add it to your site. To do so, follow the below simple procedure:

1. Upload the generated file ("favicon.ico") to your site. Verify it's there by typing http://mysite.com/favicon.ico in the browser's location, where "mysite.com" is your site's address.
2. Next, insert the below code in the HEAD section of your pages, at the very least, your site's main index page:

3. That's it! Note that your favicon may not appear immediately after you've completed the above two steps. In fact, it may take a few days, and in IE, sometimes the favicon will disappear from time to time due to a browser bug.