The easiest way to get a favorites icon is to download one, from a web site such as Artscape and then rename it to favicon.ico.
The alternative is to create a 32x32 256-color image in a picture editor, and convert it to an icon file. In some image editors, the conversion can be done using a plug-in; otherwise there are some free programs that can do it.
favicon.ico file in binary format to the root directory (public_html) of your web site. To load the new favorites icon in FireFox:
http://www.yourdomain.com/favicon.ico
To load the new favorites icon in Internet Explorer:
Home > Internet > Web > graphics > Favorites Icon
Viewing mobile website page. Switch to WML or Full HTML