It's a good idea isn't it. I like them, including Lisa's.
Instead of writing it out for you, let me suggest you go to w3schools.com and search their site for "favicon." That is what they are called. I would give you the exact link but they have more than one page to look at.
It is very simple. You just put the favicon in the directory you want and link to it in your header on each page you want it to work on.
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Good Success!
James Douglas County Master Gardeners
"We don't always get what we want, but we always get what we expect."
Is this for your SBI! site or your non SBI!? If it's for your SBI! site click FavIt! from the Site Central homepage and they will walk you through creating one.
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Don't put the cart before the horse. Plan your website, thencreate it.