One of the features available in recent versions of the operating software used on the iPod Touch, the iPad and the iPhone is the ability to add a bookmark to your homescreen. By default the bookmark icon will be a small screenshot of the bookmarked page. However, it is very easy to override this image and set one of your own.
All you need to do is place a 60x60px PNG image, in the top level of your website, with a filename of "apple-touch-icon.png". You don't have to make the image look like an iOS app - shading and highlights will be added automatically. The corners of the icon will also be rounded automatically.
You can also place the icon in a different location and use a meta tag to tell iOS where to look for it. An example would be:
<link rel="apple-touch-icon" href="/images/ios/webapp.png" />
This technique is often used to create webapps - webpages that look and and act like native iOS applications.