How would I put an icon in browser's addressbar of website?

Question

Many of the mainstream websites have a very small icon that shows their logo in the address bar of my browser. How is that done? What are the size limits, etc?

Answer 1

That is called a Favorite Icon, or facicon. Here is a tutorial for creating one and linking to it:
http://www.photoshopsupport.com/tutorials/jennifer/favicon.html