When you add a website to your bookmarkts, sometimes the title is accompanied by an icon. Some browsers (like firefox) even show this icon in their addres bar left of the url. You can make this icon (favicon) for your website by making an 16×16 or 32×32 icon and placing this in the root of your website.
You can make an icon by converting a png file (which can be made using almost any graphics program) to an icon file using the program png2ico.
For examples, look here.