Add this code in your masterpage :
<link rel="apple-touch-icon" href="touch-icon-iphone.png" />
If you don't want the default glass effect add this one :
<link rel="apple-touch-icon-precomposed" href="touch-icon-iphone.png" />
This is for the new generation with high resolution:
<link rel="apple-touch-icon" sizes="72x72" href="touch-icon-ipad.png" />
<link rel="apple-touch-icon" sizes="114x114" href="touch-icon-iphone4.png" />