To quickly create a favicon for a web site, you can visit this site http://www.chami.com/html-kit/services/favicon/
Visit the site to generate a favicon.ico from image that you have, preferably an 16x16 or 32x32 pixel images.
Put the favicon.ico @ your site.
Put the following text into your html code inside head section
link rel="shortcut icon" href="favicon.ico"