Desktop Shortcuts Don't Work

[Robert]

For some reason, I can make shortcuts to a website , But they don not
work.When I double click on them Nothing happens.
Any advice,( I just installed Windows Service Pack 3 , but did a lot of
problem fixing before that.) all seems well except for this new problem which
I may have inadvertently caused.

 

[Bob]

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[Unknown]

Did it work BEFORE Service Pack 3?