<p>i noticed that paypal displays a very different favicon,
one that's not just a simple 16x16 icon and is lengthy?
anyone can teach me?</p>

I think you are refering to the green box that shows the PayPal logo followed by "PayPal, Inc. (US)".
If so, it is not a favicon, but a feature of Firefox 3 to show sites with extended validation (EV). See also
http://news.cnet.com/8301-13554_3-9974672-33.html