I read the instructions on that "AddThis" form, and you actually need an .ico file extention for the favicon. I have that here, plus here are the instructions to put it at the top of the GovLoop website:
Uploading The Favicon.ico File
Connect to your server and upload the GovLoop_favicon.ico file to the GovLoop website. You must place it into the same directory as your home (index) page, and leave it loose, making sure not to put it in an images directory or other folder. The standard location is the “root” folder of your site, which is same directory as your home (index) page, not inside an images directory or other folder. If you put it there (and name it favicon.ico), most browsers will find it automatically.
Some browsers will look for a direct link in the HTML source code to your site's favicon.ico file. You can help these browsers by adding this link in the head section of each page on which you want the Favicon.ico to appear.
Here is the link code to include:
Once you've added this code, upload all of your modified pages.
(Some people suggest that the following is actually more correct: You can use both if you want!)