I note that on my bookmark of this page and many others there is a little icon next to the title of the page. The little pic also shows next to the url at the top of the window. How do you put that on?
* Make an image of 16 * 16 pixels.
* Save it as an ICON file (.ico) extension with the name favicon.ico in the root folder of your Website. (The folder with your index.html file)
* Done. It's that simple.
When someone bookmarks your site, the Browser looks for a file called http://YourSite.com/favicon.ico. If it finds a file it uses your file instead of it's default file.
There is lots of software out there that can save gif or JPEG images as an .ico file. A good free one is Irfanview.