If you run a Web server, you've seen requests for favicon.ico in your access logs. This is the standard name for a small icon fetched by many Web browsers for display alongside the link name in bookmarks. It's a cheesy little thing, but it's yet another way to display a logo in your site content; more to the point, you can stop looking at 404 errors in your access logs if you put up a favicon.ico file.
The file itself is a simple bitmap icon file. You can create one from scratch with an icon editor like Icon Creation Program 1.0 by Robert Smyth, if you've got a Windows box running 98/NT/2000.
The home page for Smyth's Icon Creation Program is on www.softpile.com, but if you'd just like to download the software without looking at pop-up ads you can just click here for the 939KB .ZIP file.
If you don't want to fool with creating one from scratch, you can click here to pick up a 117KB .ZIP file that contains all these icons:
The preceding image and ZIP file of icons are on the www.royaltyfreeart.com site. RoyaltyFreeArt.com is an excellent resource for things like this, and they have one of the most reasonable license agreements I've ever seen.