I always wondered how some sites managed to get their little logo in my list of Favourites. Turns out it is really quite easy, just add a favicon.ico file to the root of your website. Internet Explorer will pick it up automagically.
If you happen to have a different browser you can try:
<link rel="icon" href="favicon.ico" type="image/x-icon"> <link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
Found it on Matthias Benkmann's website: http://www.winterdrache.de/freeware/png2ico/favicon.html