Displayed icon in Tomcat -- how to change?

I am using Tomcat 5.5 on a Windows XP box, and my browsers are MSIE 7
and FireFox. When I access a web page from localhost the URL bar and
the tab both use the tomcat icon. The browser is getting the icon from
*somewhere*. But where? I'd like my site to show its own icon.

I've tried substituting tomcat.ico (in Tomcat root directory) and
favicon.ico (in ROOT directory) without effect. I also have failed in
finding information on this topic in the Tomcat documents, FAQ and a
google search.

Anyone know how to customize this displayed icon?

Thanks,

Jerome.