I have IE7, XP and am trying to create a shortcut from a website (my email log-in page).
I've created the shortcut but when I open it I get the box that says: Choose the Program you want to use to open it. I highlight Internet Explorer and click the Always Use button at the bottom.

Every time I click on my shortcut it keeps giving me this same box and the Always Open is not clicked. I'm not able to get to the website directly.

Can you please help?

Try this:
1. Right-click on Desktop, choose New then Shortcut
2. in the "Create Shortcut" window, click the Browse button
3. Expand My Computer, then the C drive, then Program Files, then Internet Explorer
4. Select iexplore.exe and click OK
5. in the "Type location of the item" field, you now have a long entry that reads "C:\Program Files\Internet Explorer\iexplore.exe"
6. Click to the right of the quotation mark at the end of iexplore.exe and press the spacebar once if necessary, so that there is a space between the " and what you're going to type next, which is http://mail.yahoo.com or whatever the address is for your webmail login page
7. Click Next
8. Give the Shortcut a name that is meaningful to you.
9. Double-click the shortcut to open to your webmail login
10. Done!

If all else fails you could just bookmark the site.