Many Blogger have explained about it, but useful all the same. How to add a small Icon to your weblog that shows up in your browsers favorites?

Fine, that little thing is called a favicon in web talk. And this is how you add it to your blog.

At first, create an icon using software such as the freeware version of Icon Art. Upload this file to the web.

If you have already a link in your favorites-bar to your blog, in IE you will probably NOT see the icon right after adding it to your blog. You will have to delete the link from your favorites, empty your browser's cache, close your browser, start it again and add the link again to make it show up in IE.