Most programs can't save in .ico format, so to save in .ico format and install on your site:
1.) Make your image. It might be easiest to make a 64x64 px or larger image and then resize to 16x16, but you can do this however you like. Save as a .jpg, .png, or .gif
2.) Go to this site and upload. It'll show you what your icon will look like and you can download the favicon.ico
3.)Upload favicon.ico to your site, then on the page you want the favicon insert the following code between the head tags in your. Replace your favicon url with http://yoursite.com/favicon.ico in the code.
If you don't want to make your own favicon, you can alternatively go here and download favicons I made.
