A Quick Two Clicks Solution to Your Site's Favorites Icon
A fav icon or favorites icon is simply a small graphic 16pixels by 16 pixels saved with the file extension .ico.
In order to create one for your site either:
1) Open Windows Paint and edit/save your graphic as the .ico extension.
2) Download a free Photoshop plug-in that allows Adobe Photoshop to open and save in the .co format. This link takes you directly to the free Windows plug-in.