okay i just tried to add a favicon to my page. I use geocities (free version that is) i downloaded the proper programs and stuff and had my icon set to 16x16 pixels with the proper colors..and saved it as favicon.ico (as directed) but when I try to upload it from my computer to my site directory it tells me that is has a 'invailid file name'. What do I do about this ...????

I never used geocities but it probably doesn't accept .ico files.

is there any other FREE website hosting space that I could use for my site?

No, because the favicon needs to be in the root directory to work so if your on a subdomain it just cant happen.