I'm attempting to get an icon up for a client here:
I've added this to the index.html page:
<LINK REL="SHORTCUT ICON" href="favicon.ico" target="_blank" onclick="return openNew(this.href);"http://www.zendot3d.com/favicon.ico
and the icon is in the root as well as in page directories.
It shows up in the url bar in FF, though not as an icon as a bookmark(?) and not at all in IE.