Is it necessary to include a

Code:
<link rel="SHORTCUT ICON" href="/favicon.ico">
... in every page on your website so that the favorite icon shows up in the address bar?

I've noticed that vbforums does not have that line in its source code, yet its vBulletin icon shows up in all the pages. (I'm using Firefox).

I tried that on my site, and am rather confused. I'm seeing it sometimes, sometimes I'm not.

Someone enlighten me please!

And an explanation about vbforums' icon would be most appreciated as well.