Alright…so this is really basic. I’ve wanted to know how to do this for a long time, and I finally Googled it the other day. It’s ridiculously easy to put an icon in the address bar of your website (so easy that I’ll put one up here w/in a couple of days.) Here’s how you do it:
1) Create a 16X16px image you want to use (usually a small logo or abbreviated version of your logo)
2) Save the file as “favicon.ico” – must be an .ico file
3) Upload it to your root directory.
That is it…couldn’t be easier. The hard part is coming up with a 16X16px image you want to use!
Here’s an online resource that will help you create your own logo/image.