Ok, Im having another problem, I cant get the actual code because it says I dont have a program to view it...What kind of program would i need?
I thought you had Dreamweaver to create your webpages with - right? With DW you should be able to see the HTML code that makes up your webpage.
Also, to make what Bushman posted a little clearer, the code he posted goes in the head section of your HTML file, similar to below:
<link rel="icon" href="favicon.ico" type="image/x-icon">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
This section will be at the very top of your code and immediately after the <html> line.