I have already given you the answer over here
http://www.codeproject.com/Messages/4011255/Change-favicon-doesnt-work.aspx[
^].
In which section are you placing the above code ?
Where is the location of your image ?
Put the link tag inside the Head Tag
<link rel="SHORTCUTxx ICON" href="http://site/favicon.ico" type="image/x-icon" />
<link href="http://site/favicon.ico" rel="ICON" type="image/x-icon" />
<link href="http://site/favicon.ico" rel="BOOKMARK ICON" type="image/x-icon" />
And make sure, icon size is 16*16.