go to u admin CP
and go to templetes > modify/delete... your theme > expand... then, go to Header... click on Change Original... and in the top insert the code
<link rel="shortcut icon" href="images/favicon.ico" />
also u need to upload the favicon.ico to your site
hey!! lol i thought u have added the code i have supplied

!1
it is the same code
anyway, take note, that favicon isn't working! and wont work unless u have ur site in the favorite list!! , at least these were all my cases
even with ur site
regards
The favicon should work without adding the site to the favourites.
hey micheal can u do me a favor and check my site

do u see it ?
i only see it when i add my site to the favorite
thx
It does not work because there's something wrong with your code:
<link rel="icon" href[color=red][b]="[/b][/color]="http://www.thetechex.net/images/animated_favicon1.gif" type="image/gif" >
wow !

who added that
but i had 2
<link rel="shortcut icon" href="http://www.thetechex.net/images/favicon.ico" >
<link rel="icon" href="http://www.thetechex.net/images/animated_favicon1.gif" type="image/gif" >
on of should have worked , check now!! i'm not sure if it's working
regards
I don't know what is the better code BUT ifound that favicon is shown anyways (regardless of favourite-adding) in mozilla ff
@zaher: It's working fine now.