Little Picture

Search on the term “favicon”:

http://www.google.com/search?q=favicon

I can help ya. Just make an .ico image that is 16×16. Name it favicon.ico. Then place it in the root folder of your server. Meaning, the main folder of your site. The same place you throw all the wordpress files. If you want this process made really easy, go here: http://www.chami.com/html-kit/services/favicon/

Hope this helps.