One option from that article that works with MTH is:
<link rel="icon" type="image/vnd.microsoft.icon" href="http://example.com/image.ico">
Copy this text and paste it in the "Source" code of your home page using the MTH webpage editor and change the file reference (href="http://example.com/image.ico") to point to the .ico file you want to use.
It only appears in pages where you can add it to the page, so you'll have to add this to all of the pages that you want the icon to display on.
Since we do not currently support the .ico file extension in the File Area, you'll need to use an image that is hosted somewhere else with read access to the public.