The different methods available to set up a Favicon (the little icon that appears to the left of the site name/URL in the browser) for your site.
You may need to right-click the following links and select Save Target As/Save Link As to download the file to your computer
Free Favicon Generating Software
If you need to generate a favicon.ico file for your favicon, I recommend the free tool on the Dynamic Drive website here.
Simply upload a square icon picture and it will create a favicon.ico file you can download to your computer then upload to the root directory of your site.
If you want a transparent image (i.e. without a white background) you will need to save your image as a png file with transparent background or as a tranparent gif file before running it through the tool.