Notification when a site changes

Under the "properties" of a bookmark, you can tell Mozilla to check the 
site on some schedule, and notify you when it changes.

One of the "notify" options is "change the bookmark's icon". I've tried 
that, but I've never seen any change, althought the other notify options 
do work.

Does the icon change really work?

How does the icon change?

I'm using the "Little Mozilla" skin; does that matter?

thanks, Isaac