The installation of this or any other module will not affect whether your favorite icon displays or not. I would recommend going back to the top of your header file somewhere and making sure you didn't alter anything there. That is where the favorite icon is set.
This contribution does not mess with the header file in any way. Something else had to occur.
:)
Check to make sure another contribution that affects the header did not play a part in it. Just a thought. When I went to your page and did a view source, there was no favorite icon reference (which explains why it shows as a default windows icon.)
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