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Forum Moderators: not2easy
favicon.com has an online icon generator and a downloadable icon generating program available... You could also search on a shareware site (tucows.com or shareware.com always give me good results) for the word "favicon" or "ico" and "generator"
<added> Oh yeah, forgive my terrible manners... Welcome to Webmaster World lighter!</added>
<added2>as long as your favicon.ico file is in your base web site directory (the same one as your index.html) you don't need to add a link tag to any of your files. IE will automatically look in your base directory for it.</added2>
No problem! just happened to be browsing the forums when I found your post... :)
There's a site search feature (if you haven't already found it) at the top of every page. Search for the word "favicon" and you should come up with every thread ever written on the subject.
No matter which page in your site someone bookmarks, IE will drill back to the root directory hunting for a favicon.ico file... so as long as you have on in the root directory, it will get picked up.