I'm not seeing it ether (using SeaMonkey), quick difference check with a site that does show them (e.g. duckduckgo.com) shows ldraw.org misses the header info. It appear not all browsers check for the favicon.ico in the site root by default.
adding:
Should fix/help.
adding:
Code:
<link rel="shortcut icon" href="/favicon.ico" type="image/x-icon">
Should fix/help.