what do you call those icons next to the web address in IE?

For example, right now, next to the words www.boards.straigntdope…etc there is the default explorer icon, but typically when I go to google or yahoo or something, it will change to something else, like a big Y! for Yahoo!

Anyhow, recently the icons seem to be completely random and unrelated to the website I am at. Because I don’t know what to call them, I am having difficuty researching the problem.
Anyone else have this problem? Is that some sort of virus, or is there some other way to fix this?

Favicons.