Just import the .ico file to the root of your web. If you name it
"favicon.ico" you won't have to add any code at all.
Note that if you have already added your own website to your list of
favorites, you probably won't see your favicon in your own list and/or on
the address bar until you 1) delete the site from your list of favorites and
2) clear your temporary internet files. Then re-add the site to your
favorites.
See
http://www.favicon.com for more details.