Thanks. I did see that it was giving /favicon.ico which wasn't what I wanted. I thought I needed it without the slash in front so I needed to find the place to change it. I greped the files in the wiki root for favicon and found something in the history and found the following.
* (bug 4303) Add $wgFavicon to change the shorticon icon link from the default /favicon.ico or disable it (if set to false)
So I tried $wgFavicon = "favicon.ico"; and that still didn't work but using $wgFavicon = "../favicon.ico" worked just fine.
What directory was $wgFavicon = "favicon.ico" referring to that I would have to go a directory up? What directory was $wgFavicon = "/favicon.ico" referring to?
Thanks, ~Eric
-----Original Message-----
When I did mine, I just copied my own favicon.ico into the wiki root directory. The MediaWiki code is already setup to handle it. (View the main page in your browser and view the source. You'll see it about line #6.)