It is part of the page, for example my website. With this code in the head tags::
Code:
<link rel="SHORTCUT ICON" href="deutsch.ico" title="external:/deutsch.ico">
I am allowed to display the icon in the address bar and in firefox both on the address bar and the tab. If you bookmark my webpage, it will save the icon along with it- at least the first time you use the bookmark. When you clear your temp the icon will disappear. Other then code in the webpage, it might also have to do with their server setting the icon.