blueDonkey.org now has a favicon.ico file. Not very imaginative I know, but the donkey logo did not scale down too well to the 16×16 size that the favicon.ico file needs to be.
Oddly though, my copy of Internet Explorer, which is the browser that first added support for this file, doesn’t see it. Nor does it see the icons for any other web sites I visit. The Microsoft site doesn’t even seem to have such a file anymore.
So, those using IE might, or might not see the icon. Use a real browser if you want to be sure of seeing it (not to mention avoiding the security and rendering problems that IE has as well).