Check this out ยง
Goodness! That’s such an elephant size security hole in Windows!
Right-click on the Desktop
Create a new Shortcut
Point the location of the item to any executable… such as: c:\windows\system32\calc.exe
Name the shortcut, for example, www.microsoft.com
Start Internet Explorer (IE5 and IE6 work best)
Type “www.microsoft.com” into the address bar
Enjoy.

