The FASTA file format is used to specify the reference sequence for an imported genome. Each sequence in the FASTA file represents the sequence for a chromosome. The sequence name in the FASTA file is the chromosome name that appears in the chromosome drop-down list in the IGV tool bar. IGV orders the chromosomes based on their names, not their order in the FASTA file.
A FASTA file is a text file. Each sequence begins with a single-line description, followed by lines of sequence data. The single-line description contains a greater-than (>) symbol in the first column, followed by the sequence name. For a complete description of the FASTA file format, see http://www.ncbi.nlm.nih.gov/blast/fasta.shtml.
Note that FASTA files are only used for defining reference sequences, they cannot be "loaded" from the file menu.