It's called a favicon and has been in Internet Explorer since version 4 (and other browsers). Internet Explorer only gets the icon when you bookmark the website, but Firefox/Netscape/etc. gets the icon the first time you visit the page.
It works in Internet Explorer 6, and i didnt think you had to put any code into your webpage? You need to make an icon named favico.ico or favicon.ico. and i think it can only be a certain number of colours also, although im not too sure do a google search on it and youll be able to find out on how to configure one into your webpage.
yeah, it works when you bookmark, and occasionally when you visit (next to the address)
"Say you're hanging from a huge cliff at the top of mt. everest and a guy comes along and says he'll save you, and proceeds to throw religious pamphlets at you while simultaniously giving a sermon." - Dustin G