Since you're using Firefox, you can do this using this method:
Go to some site that has a site icon (Favicon), and save it as a bookmark. Re-load the same page so that the bookmark will get that site's icon.
Now right-click that bookmark > Properties.
Change the Location to
http://www.mac-forums.com/forums/
And there you go, you've got a bookmark to Mac-Forums with a site icon!
This is a sort of bug in Firefox... well, not so much a bug, but perhaps just quirky behavior.
It will preserve the bookmark's icon until you save another bookmark of the same Location and re-load that page... and only if that page now has an icon. But Mac-Forums doesn't have an icon anyway.
Oh yeah, you might want to choose a site that has a site icon that you want for the Mac-Forums bookmark in the first place though. ;p