As you can see, the shortcut icon is actually an Apple icon...WTF?!! I looked in the code, and this is the code that sets the favicon:
<link rel='shortcut icon' href='shared/images/banners/favicon.ico' type='image/x-icon'/>When I navigate directly to
http://update.microsoft.com/windowsupdate/v6/shared/images/banners/favicon.ico I get the normal icon, that is to say, this: