Desktop Shortcut to URL does not open IE

In Windows XP Pro SP3, I tried creating a shortcut to a url. The shortcut is created, but it has the icon of an unknown file type. When you double click on it, it opens up the box that asks "what program do you want to open this file with". I choose Internet Explorer and check the box at the bottom, to always open this file with this program. However, that setting is not retained.
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Wayne BarronAuthor, Web DeveloperCommented:
Did you create the shortcut from a web page?
Or how? Please give a little more information.
pzozulkaAuthor Commented:
Right-Click on Desktop > New > Shortcut > Type URL ( > Next > Type Name (Yahoo).
Wayne BarronAuthor, Web DeveloperCommented:
Make sure the IE is set as your Default Browser.
Info to make IE Default


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Wayne BarronAuthor, Web DeveloperCommented:
When you perform that operation.
It allows you to create a Shortcut to a program.
I do not see no refrences to creating a custom shortcut to a URL.

Not seeing that option.
Wayne BarronAuthor, Web DeveloperCommented:
Yes I do.
Hang on, sorry.
Let me test it.
Wayne BarronAuthor, Web DeveloperCommented:
Mine work that I just created.
I guess see if the Setting as Default Browser works for you?

(Never messed around with Creating Internet Shortcuts.

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Windows XP

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