6. Upload your new index file, and upload favicon.ico to the same directory you typed in your line of code above. Open a new browser window, go to your site, and you should see it in the address bar of your browser. If you don't, read the troubleshooting guide below before you contact me to ask a question.
Troubleshooting
I have been getting tons of questions about this tutorial, so before you ask, read this troubleshooting guide!
1. Make sure that the icon is 16x16 and you saved it in Photoshop as a .ico (NOT renamed it)
2. Make sure you copied the line of code correctly.
3. Make sure your line of code is in between the tags.
4. Make sure that the icon is in the same directory as the page that you want it to show up on. This is usually your main index page.