Icon:
Option 1: Place an icon called "favicon.ico" in the root of your website. This must be a 16x16 icon file, which is not a gif or a jpg!
For a real kick-ass walkthrough on this subject, including links to icon editors, help on editing your html to make icons work even better (as url/icon support is buggy) visit this
webmonkey a-z step-by-step tutorial on the subject.
Blog:
Um, this is really a non-answer. Basically you have to have some way to edit the html of your blog page. Either you edit the blog generating files in a web-editor like Dreamweaver or HTMLBeauty (even notepad works, though!) or the blog engine you are using provides a mangement utility that allows use to change around the graphics using web-based tools. It really depends on your blog engine.