This had me puzzled for a while. It turns out that Internet Explorer asks for an icon called favicon.ico when you add a sight to your Favourites. This will have failed and so it shouldn't ask again.

I'm attaching a favicon.ico to this message which can be placed into the TRIO_HOME directory (C:\Program Files\trio-0.1.4.alpha5 for you) if you want this to work. If you then remove and re-add the trio applet from/to your favourites, it should show this icon.

Cheers
Paul