Hey ShinyB

1.Create an image file. 16x16 pixels,convert it to ICO format.

2. Upload it to the root of your server as favicon.ico. or anything.ico

3. include this code in your webpage between the <HEAD> and </HEAD> tags:
<LINK REL="SHORTCUT ICON" HREF="http://www.shinyb.com/favicon.ico">

thats all i done, just following the links i posted on the previous pages
i have one site with a different icon on each page using the above 1.2.3