I've managed to upload a favicon and used the following tag in the head section of index.php:
<link rel="shortcut icon" href="<?php bloginfo('template_directory'); ?>/favicon.ico" />
So my favicon does shows up on my main blog page at http://www.phantomobserver.com, but not on the individual blog entry pages and not on the page http://phantomobserver.com (when "www" is not used).
Is there anything else I need to modify?
