Very often question is: “How to change or add favicon on my joomla 1.5 site?”. Answer on that question you can find folloving this instruction.

Go to default template folder on server or local drive. Default template is template  that is currently being used. In this folder just replace favicon.ico with your icon. If there is no favicon.ico try to paste your icon in this folder and look for small icon in Web Browser. Your icon should be there.