*reading carefully*

Foolestroupe...do I understand that if you are at an interesting site, you wish to 'drop' a shortcut back to that site directly to the desktop? If that is what you mean, it is certainly an unusual practice. That is what bookmarks (or as IE calls them, 'favorites') are for, and every browser assumes you'd keep these IN 'favorites' or 'bookmarks', as you'd likely have way more than you could keep track of. It sounds like you are trying to do things that are not usually done. If I am missing something, I'd like to know what.
The things on the desktop are 'usually' shortcuts to programs...or sometimes, images or sound files. Opera and Firefox have VERY nice toolbars...several different types...to keep 'links' to commonly visited sites, and these can even be nested in categories of your own devising.
Like John, I have many program icons on my desktop, but I am gradually reducing even them with pop-up, pop-out programs that hide my icons until I do a mouse trick which shows them.

   If it is that you don't LIKE the standard way of keeping 'favorites', there are several other ways to keep information like that. I can keep a HUGE list of URLs in a 'clipboard extender'...or in a special stand-alone bookmark program.

"A handy feature of the right click to desktop
is thatI can store the urls WITH related files, HTML, exe, swf, etc in a dir whch can then zipped if required."

This puzzles me...that is a strange combination of things to want to store in a directory?? Do you means a folder? exes and URLs are not usually needed quite that way...and HTML is not exactly something one 'stores'. I think there may be a terminology confusion here. Could you give some example of something you already have that way?

I find that Opera 9.10 has excellent bookmark organization, with ways to add notations & documentation to each one....did you try those features?

I really doubt that 'plugins' are what you want, although Opera 9 has a feature called "Widgets" that will do many tricks...they are sort of mini-plugins for special tricks. Here are some associated with bookmarks

I suspect that there is a relatively easy way to get the results you want, if we could just sort out exactly what it is.