How do you make...

I think I read somewhere that icon comes with the web-page and gets saved when you add it to your favorites. I'm probably wrong

It is because of Microsoft Internet Explorer 5. This site explains it and also tells how you can make your own.

http://www.javascriptkit.com/howto/customicon.shtml

Related info.....

Favicons are usually lost when you delete your Temporary Internet Files, but FavOrg preserves them. The program also lets you associate any icon you choose with a given shortcut, even if no favicon is provided.
http://www.pcmag.com/article2/0,4149,25471,00.asp

grrrr......... @ that link
It can be found at http://www.pcmag.com
in the downloads... utilities section.

http://www.pcmag.com/article2/0%2C4149%2C25471%2C00.asp

There you go Koasati

And if you want to learn about favicons check out: http://www.favicon.com/

Also, favicon doesn't (usually) work on free-sites. If you have your own non-freebie website and you just want to see how it works on IE then you can use any icon you have on your computer rename it to favicon.ico and upload it to your main index directory (not a folder), then to test it out just save one of your webpages and it should show up. There are also some good freebie icon editors out there.

Here's a list of some freeware icon editors you can download : http://www.webattack.com/Freeware/gmm/fwicontools.shtml

BTW, the best ones are the type that allow you to import BMP files so you first make a nice icon in whatever image editor your used to working with (like paint, photoshop, paintshop etc.)

Cool Thanks guys!