I did somethign like this for our corporate Intranet where users could
add their own favourites, of which we also managed to get the following
to work:
Microsoft Word
Microsoft Excel
Microsoft FrontPage
Microsoft PowerPoint
but not Frontpage at that time - not sure if anyone has managed it
since...you call the app to execute then using the methods for it, open
a document - we didn't manage to get website opening in Frontpage
either come to think of it - at the end of the day it seemed like a
LOAD of hard work for us just to save some lazy people clicking on a
link on their desktop!

)
Good luck though..
Rob