The file "favicon.ico" is automatically requested by Internet Explorer 5 when a user bookmarks your site. It is used to provide a custom icon for the user's "favorites" list.  You are not required to provide a "favicon.ico" file, however you will see periodic errors in your error log if you do not supply one.  If you are interested in the function and format of the "favicon.ico" file, please visit Page Resource.  Typically, creating a blank "favicon.ico" file in your document root directory will prevent "favicon.ico" from appearing in your error log.