If you have a website, you can use a favicon file (the file itself is named favicon.ico) to show an icon in the address bar (much as is done on this site). The favicon is not just a small image that you put into a file with a funny name. There are several rules that must be followed when generating and formatting the image. While you can generate images of this type yourself, there's a much easier way to generate your favicon, just visit a website that generates it for you. You go to the site, upload your "regular" image, and they generate a favicon.ico file for you. Quick, easy, and free.