Fav Icon

Hi.
I'm confused by the ooops warning I'm getting when I went to upload my fav icon 16x16 px .jpg.
"You may only upload an ico file as your Favorite Icon! [JAB26-53]"
I have never heard of an 'ico file'.
Can you please explain what that is and how I create one?
Thanks.

An ico file is a specific file format used for saving small icon images.

You can read more about it here.

If you do not already have an ico version of the image you would like to use, here is a tool you can use where you can import your image to create a fav icon. I found this tool by simply googling for "fav icons."