Have you noticed the tiny graphic image aside of your address bar when you load up your DotNetNuke site in your browser that looks like this? 
By default, you'll have a file called favicon.ico located in your folder where you installed DotNetNuke. Many developers have learned how to change this ico file to another image that identifies your website and it's fairly easy to do.
A favicon is seen by the browser aside of your URL. It's only 16x16 pixel square icon. Once you find the favicon.ico file in your DotNetNuke folder, you can double click on it and paint will open up and you can see the size and the image.
Here are some examples:
Now that you know what a favicon is, let's change yours.
There is a great site that will create it for you if you want. Go to http://www.favicon.cc/ and create your ico and then download it and make sure you name it favicon.ico and put it in your root folder where your DotNetNuke files are located.
Another way is to create the 16x16 graphic file of what you want in a graphics program and then save it as favicon.ico. If you use Photoshop, you'll need to get a plug in to create the ico file.
If you don't want the plug in then you can go to this and upload your graphic and the site will create the ico file for you. You can see your new favicon in the browser before you download it.
One thing that is important! Have a backup of your favicon.ico file because when you upgrade your DotNetNuke site to another version, your existing favicon.ico file will be replaced by the DotNetNuke favicon.ico.
Go ahead, change your DotNetNuke favicon!
Antonio Chagoury (www.cto20.com) - Microsoft MVP sent this to me to add:
There is an easier way to have favicons and not having to re-upload with each upgrade.
Also, with the same way you can have favicons for child and parent portals within the same dnn instance… here is how:
Just drop the favicon in the “portals/” folder instead. Done!