First, head to the web page with either Explorer or Netscape.
With Internet Explorer:
You'll see next to the site's URL (address) a small icon with a blue "e" on it. Drag that to your desktop. Instant shortcut!
With Netscape:
Next to the URL (address) box, you'll see the word "location." Next to "location" there's a small icon. If you drag it onto your desktop, you'll make an instant shortcut to the page.