'cause I'm just a geek like that, I had to add the custom iPhone/iPod Touch icon to this blog. So now if you navigate here on an iPhone or iPod Touch, and make a webclip (choose "Add to Home Screen" with latest iPhone/iPod Touch updates installed), you now should get this custom icon:
Please let me know if it doesn't work for you. The iPhone/iPod will automagically round the corners and add the glossy sheen. Cute.
Basically you simply add a graphic to the root level of your server, or if you don't have access to that, then add some code to the <head> of your site pointing to the graphic elsewhere.
You can add that code in the blogger by clicking [Layout] from the dashboard, which takes you to the [Template] tab (yeah, the names don't match, I know). Click [Edit HTML] and add the code after the <head> line. You need to host the icon image somewhere to link from, so what I did was upload it to this blog as a custom picture, note the URL of the picture on the page, then remove the page element. Blogger doesn't delete the image from the picasa album it loaded it to (FYI if you didn't realize, all your photos you post on your blogger blog are added to a picasa album).
Convoluted but it worked! (And it actually took more time to write this post than it did to create and add the icon)