i'm just thinking, and hoping really that you have access to the header section of the forum. I guess it'd be the place with all the PRO-JUMP images at the top. Just pop the favicon html in there? I guess?
<link rel="shortcut icon" href="favicon.ico" />
I don't think it should be that different from a normal website. just finding the layout template would be the way i would do it. there's probably more effecient ways like, but i'm a rookie.