Well, if you refer to the Title Bar of the browser Window, then it's no way to put an image there directly from your ASP.net/script code. You can't access to the non-client area of the browser window.
The favicon puts a little icon (16x16px) into the address bar of the browser window. This is often used by many web sites and looks good.
The easiest way is to put the image directly into your HTML inside the client area of the window (aka logo).
Hope that helps.