Inserting an icon to a webpage (fishfreek)

[DeMoN]

I dont know how to call it, but I have seen many pages that when you are browsing them, an icon appears on the address bar, or if you bookmark them, their icon appears in the favorites list.

If you use mozilla browser, you will see these icons in the address bar.

Jabbasworld, for example, has a black and white fish icon. How do I put this on my webpage? How do I set an icon to it? Thanks in advanced for the help.