I’m not sure why, but the more I surf the Web, the more annoyed I get at web sites who do not change their favicon. Every forum software package comes with a default favicon and many webmasters that install the forum software, never ever change the default favicon. What makes this more annoying is that many of these sites are actually major sites which already have a logo for their company. In the cases where the forum is the entire site, not changing the favicon just looks bad.
My advice is that if you have a website, make sure you either use a blank GIF file or take the time to actually make a proper favicon. And never ever leave the default favicon out there.
The easiest method to make a favicon is to take your logo and zoom it down to 16×16 pixels. On Windows, IrfanView is the easiest way to convert the image file to .ico format. For Mac OS X, GraphicConverter is the best image manipulation program.
Once you have the favicon.ico file, just upload it to the root of your hosting directory. You can then add the following code to your html header:
<link rel="icon" href="http://domain_name/favicon.ico" type="image/x-icon" />
If your forum software already has a favicon.ico, just replace it with the new one you created.