Those little entries you see in your log file come from IE 5.0 surfers bookmarking your page. It's really easy. It will just take a little bit of your time. Now, that doesn't give you a lot of freedom, but I'm not complaining. It's a great feature.
Icons generally have to be created using an icon editor.
Your standard image editor probably won't support it. You can find one quite easily at any good software site.