When you look at the list of Favorites in Internet Explorer, most of the small icons are shown as the Internet Explorer "E". Occasionally, however, some icons are customized. Google, for example, shows up as a "G" on my Favorites list. Notice that this icon also shows up in the address bar when the web page is selected. You too can make your personal web page show a customized icon. Just create a 16x16 icon and save it by the filename "favicon.ico" and place this file in the root directory of your web page. After this, anytime someone bookmarks your web site, they will get your custom icon. It should be sufficient to simply have the "favicon.ico" file in your web page root directory along with your "index.html" file, but if this doesn't work add the following tag to your HTML file:

<link REL="SHORTCUT ICON" href="http://www.name_of_my_website.com/favicon.ico">

There is a free icon editor available on the internet at:
http://www.favicon.co.uk/

There is another icon editor (Easy Icon Editor, shareware) with a free trial at:
http://www.icon-editor.net/

For more information, search Google for "favicon".