To add an icon to the top of your web pages you need to make a file called Flavicon.ico file. This is not a regular file format and the best way to create one is to go to http://www.favicon.cc/ and then make an account for yourself.
Create a square image and paste it into the image box. This package will resize it for you. Save the file and click on Preview to see what it looks like.
Note: if you want transparency import a GIF file with the transparency set or just use a JPEG file if you do not.
Download the file to your computer.
Upload it to a location on your server using FTP software.
When you view the file you will find some code that you will need to place in the Header of the HTML on each page you want to use this image. You will need to change the code you are given so that it is directed to your image.
My code is:
<link href="/images/favicon.ico" rel="icon" type="image/x-icon" />