1. Upload favicon.ico to the theme directory, e.g wp-content/themes/twentyeleven
2. Open file header.php, add the following code between <head> and </head>
<link rel="shortcut icon" href="<?php bloginfo('stylesheet_directory'); ?>/favicon.ico" />
1. Upload favicon.ico to the theme directory, e.g wp-content/themes/twentyeleven
2. Open file header.php, add the following code between <head> and </head>
<link rel="shortcut icon" href="<?php bloginfo('stylesheet_directory'); ?>/favicon.ico" />