Icons in the URL

How do you get that little icon in the URL search window?

You can either use a favicon.ico, or you can put it explicitly in like this, and use any icon name:

<link rel="shortcut icon" href="http://www.softjock.com/rockitprodj/favicon.ico" type="image/x-icon">

Try this...
http://www.chami.com/html-kit/services/favicon/