Len asked how to save the little "favicons" attached to web site addresses using Internet Explorer. The procedure is actually quite involved, so instead try this free program from PC Magazine [1].
Links:
[1] http://www.pcmag.com/article2/0,1895,1558477,00.asp
[2] https://www.paypal.com/cgi-bin/webscr?cmd=_xclick&business=rick@yourpcpartner.com&item_name=Buy