Favicons are so cool

but they're giving me such a hard time! I follow this video EXACTLY as it says, yet I end up with no favicon!

http://www.youtube.com/watch?v=HLGPBfq9X78&feature=related

This is the video that has given me most success, however. It's the only one that didn't have an error message when I clicked 'save template':) I'm thisclose to getting an awesome favicon:)