Originally when I was building my webpage I did so on WAMP server in order to see changes before I uploaded my websites files by ftp to it's server. WAMP by default includes a little pink W icon that shows up on the tab page. When I copied my websites files from WAMP to my hosting service I brought along the fav.icon file. Since then the icon has showed up in front of my websites name on the tab.
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WampServer English