I'm tired of "favicon.ico" entries in error_logs of my sites, so I've decided to fix this problem.

Additional information: How To Create And Install A favicon.ico.

I've created two icons in 16x16 and 32x32 sizes, saved them as png and created an icon using the freeware png2ico converter:

png2ico favicon.ico ico16x16.png ico32x32.png

I haven't tried, but it seems that gimp can create ico-file. The image should consist of two layers, of sizes 16x16 and 32x32, than just save it as a file with the extension .ico.

Yet another observation:

$ file favicon.ico 
favicon.ico: MPEG sequence

Attaching an icon to a web-page: in <head>:

<link rel="icon" href="favicon.ico" type="image/x-icon">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">