A favicon (short for 'favorites icon'), also known as a website icon, a page icon or an urlicon, is an icon associated with a particular website or webpage. A web designer can create such an icon, and many recent web browsers can then make use of them. Browsers that support favicons may display them in the browser's URL bar, next to the site's name in lists of bookmarks, and next to the page's title in a tabbed document interface.
In Firefox, when you use tabs, the favicon is what distinquishes one tab from another.. so you need your own little ico for your website..
basically, any .png file of 16x16 dimensions can be a favicon.. (just rename it favicon.ico and put it in the root of your blog directory)
I also have a utility that will convert any .jpg file to a favicon at:
Favicon Generator
Have fun with it, I do