How to change the URL Icon of your blog?

The icon which is displayed in the address bar as well as in the title bar of the browsers are often called as "URL Icon" or "FavIcon". If u r an active blogger, u might have noticed that an icon similar to the one here: . If you want to change this icon to your favourite one, you can create your one icon (using any tools available for that). I have used FavIcon for this purpose. Then, you have to add the link tags to your html page/blog template to point to the icon uploaded on ur server. I have uploaded my icon to my googlepages and gave a link from there.
Enjoy changing ur icon! :)