That sounds odd Rick.
None-the-less... here's what you do...
Create a 16x16 or a 32x32 pixel icon.
Name it "favicon.ico". (
no quotes obviously)
Upload it to the ROOT directory of your site.
Then put this code snippet into the <header> of your index page:
<LINK REL="SHORTCUT ICON" HREF="
http://YOUR URL HERE/favicon.ico">
This will get rid of any other icon but yours. It will cause your custom icon to appear beside your site's name when anyone bookmarks or creates a short-cut to your site, as well as insert it beside your url in the Location strip. :B