How to get your logo in the address bar of IE7

Only recently upgraded to IE7 and notice that many websites' logos now appear in tiny form to the left of the URL in the URL address bar.

Anyone know how to configue my own websites so that this will happen when other IE7 users view them?

I'm sure it will have a life-changing effect on the business.

It's called a favicon.
Have a look here for information on how to add it.