Hi, folks! The following is an article from the University of Florida website that I am re-posting here for those interested in putting an icon in the URL of your website.
--ST, 10/14/2004
http://www.nwe.ufl.edu/writing/help/web/authoring/html/css/example_icon.html-------------------------------------------------------------
Icon in URL Example Page
To put an icon in the URL space of one of your own pages, make a very small image. By very small, it should be 16 X 16 pixels and it should only use 16 or 8 colors. The image should be a gif and it should be very basic or it'll be too small to look like anything. Once you have your image the way you want it, rename it to have the extension .ico instead of .gif. It needs to have the .ico extension to be viewed as an icon, and it needs to be an icon for this to work.
Then, use this code inbetween the HEAD tags of the page:
< link REL="shortcut icon" type="image/x-icon" HREF="/path_to_image/favicon.ico" >
Check your page and you now have an icon. If you want the image to appear in someone's Internet Explorer Favorites links as an image, just name your image favicon.ico and it will work.