The following code in index.jsp displayed the icon when the page is accessed from FireFox.
<link rel="icon" href="<%=request.getContextPath()%>/img/favicon.ico" type="image/ico">
<link rel="shortcut icon" href="<%=request.getContextPath()%>/img/favshortcut.ico" type="image/ico">
To get it work in Internet Explorer... just copy the favicon.ico to the root WebContent directory.
