A clumsy workaround for Foolestroupe's desktop shortcuts:

If you copy the URL from the address bar - which you should be able to do from any browser(?)

Right click on the desktop, select "New" and then "Shortcut."

A Wizard opens that asks for the target, and you can paste the URL in the box and hit next. The wizard will put a shortcut on the desktop, to that URL. Note that you must have the URL in the clipboard before you open the Wizard, since it won't let you go elsewhere once it opens.

The clumsy part is that it uses the generic name "New Link" for the shortcut. I didn't check to see if it overwrites the first shortcut if you make another without changing the shortcut name. You'd certainly want to rename the file, before or after dragging it to a folder somewhere.

Since everything except capturing the URL to the clipboard is "pure Windows" it should work with any browser.

Not exactly a one-click, but at least it's a possible.

John