im basing this on absolutly nothing, but as far as i know, to have an icon for your site the user needs to add your site to his favorites. open up one of your favorites shortcuts in notepad and youll see it. just an example
[DEFAULT]
BASEURL=http://yesbuy.net/
[InternetShortcut]
URL=http://yesbuy.net/
Modified=108DA26F5F0AC201DA
IconFile=http://yesbuy.net/favicon.ico
IconIndex=1