If you use the live bookmark to visit someone's weblog entries then they all acquire the site icon. However, if you use the live bookmark to visit just one of them, and then use the site's navigation to visit the other entries, then the other items in the live bookmark stay with the default icon.
related to / duplicate of bug 260306?
You're not seeing the favicons get set because the favicon is associated with the URL given in the feed, which is uauyll slightly different than what you'll get when browsing the site. Fixing bug 260306 sounds like it will do what you want, though. *** This bug has been marked as a duplicate of 260306 ***
Bug 451915 - move Firefox/Places bugs to Firefox/Bookmarks and History. Remove all bugspam from this move by filtering for the string "places-to-b-and-h". In Thunderbird 3.0b, you do that as follows: Tools | Message Filters Make sure the correct account is selected. Click "New" Conditions: Body contains places-to-b-and-h Change the action to "Delete Message". Select "Manually Run" from the dropdown at the top. Click OK. Select the filter in the list, make sure "Inbox" is selected at the bottom, and click "Run Now". This should delete all the bugspam. You can then delete the filter. Gerv