This is a pretty simple tip, but when I was looking around online I couldn’t find any information about it.

If you’re using FeedBurner (or some other feed that you don’t have direct control over) and you want your site’s favorite icon (often called a favicon, typically favicon.ico) to show up in association with the feed, stick it in the directory that the feed directs visitors to (this is usually your root directory).

I’d been wondering why my Tagamac and Beckism.com favorite icons weren’t showing up for anything except my browser; copying the favicon.ico file to the root directy of my website solved the problem.

If you control your RSS feed, of course, you can directly reference an image to be included with it instead of relying on auto-detection.