What a shitty site is this
http://www.irfanview.com/english.htm ? Go from the front to the first frame page and all you get is "reset by peer" errors for each and every graphic they have on their page = click 12x o.k. and end up with a 1/2 loaded page (main frame missing) --- and this on ADSL === probably don't get a thing on 56k.
I tried to make one as a bmp and then rename it to .ico = it DID NOT WORK!
Hint: if it's in the correct format it'll display the way you designed it in WINDOWS Explorer (even under 'details' view) just as other icons for programs display (so instead of the icon of whatever graphic program you have associated with .ico files you actually get to see your favicon!).
In the old days favicon.com had an online-editor, all you can do now is download the time-limited trial of their software... I believe that the most reliable image size is the smaller version of 16x16 pixels = not much room to play with...
the favicon.ico file (don't change name!) has to be in your MAIN directory, and you can point to it in the header of your index page with <xmp><LINK href="http://www.yourdomain.com/favicon.ico" rel="SHORTCUT ICON"></xmp>