Thanks for your quick response, and for explaining the philosophy of your site, which is excellent.
Website icons don't come in the category of flash graphics, and you needn't worry about the bandwidth implications. They are very small and are downloaded exactly once for each unique visitor to your site. In fact, not having one clogs up your error log with "could not find favicon.ico" error messages. Just think of them as a helpful service to those of your members who struggle to find their way through multiple web sites without them.
Can I tempt you with a ready made solution? Just right click this link
and save favicon.ico to your hard drive. Then upload it to the root directory of your web server (http://www.pprune.org/
). Job done!
(I created the icon and hereby assign all rights over it to you.