I don\'t have a favicon.ico, but my browser always makes a request for it.
Is it possible to prevent the browser from making a request for the favicon from my site? M
You can't. All you can do is to make that image as small as possible and set some cache invalidation headers (Expires, Cache-Control) far in the future. Here's what Yahoo! has to say about favicon.ico requests.
Expires
Cache-Control