John, I finally figured it out, while I was doing something else (of course!) My desktop shortcuts were dead in the water and I got out of the habit of using them. But I found that one of those service paks I installed put in something called "Set Program Access and Defaults" in the Start Menu, along with an icon that looks like a gear (wheel) and an open software box. I poked around in there and found the way to tell it to make IE the default for running my desktop links. It was just sitting there waiting for me to find it. I suppose if I'd gone looking for a "Read Me" file I might have seen something about it. Anyway, here is a Microsoft page that offers information about it.

SRS