How to display website logo on addressbar
I always wondered how these big sites managed to display their website logo on the addressbar. I read a post from a site which taught me how to do the same.
This would ,make your site more attractive and will make your
visitors stick to your site
First, you have to create a logo for your site; a very tiny logo to be specific. The size of the logo should be 16×16 pixels and it should be saved as a Windows icon file (logo.ico for example). If your image editor doesn’t support saving files in Windows icon format, you can use the following online tool or download an icon editor from a shareware site……
Read more: WEBSITE LOGO

I believe you are refering to the favicon file. Just save an image with that name, and the browser will to the trick.