When you look at your Web site error log you might see an interesting report:
favicon.ico not found
Unlike most not found items in your error log, this is not a request made for something you didn't know you were pointing to on a Web page. Instead, it's a request for the favicon.ico file that Internet Explorer (and many other browsers) expect you to have on your site.
The favicon.ico file is the small icon found in bookmarks (favorites), the browser address bar, and on some browsers tab bars.