how does the monkey get the picture up there?

Is there anyone out there who can help me with how to add a URL icon (you know the one that shows up in the URL box, left of the address?). I'm curious to know how to do it, but can't seem to find the right literature online. I'll also note that I use Firefox.

til next....
~Kits~ (just used the word client, in reference to her mate's band)