Ron, the mistake you have made is:

<LINK REL="SHORTCUT ICON"
HREF="/index.htm/RECMGM flag.ico">

It should be on one line not contain index.htm not be UPPER CASE and use no spaces.

Use this:
<link rel="shortcut icon" href="/recmgm-flag.ico" />

As for it disappearing? Could you have perhaps forgotten to save after editing in notepad?