Adding "favicon" to your web site

Dave Taylor has written about "favicons" in "Ask Dave Taylor". To quote:-

Getting Microsoft Internet Explorer for Mac happy is a different subject. From all I can tell, MSIE only grabs the favicon.ico graphic if you bookmark the site. Otherwise it just uses the generic icon that's used for every other Web site on the net.
Just for good luck, you are using the right format for your favicon too, right?

There are two approaches, ".ico" if you want to monkey with the ".ico" graphics format. But it turns out that other common Web graphics formats are supported, including GIF, JPEG and PNG. To use one of those, specify the "MIME" filetype: