You could change the location of the Favorites to the Desktop, but
that may be a disaster if you have thousands of favorites.
Why not just right-click the page and use Create Shortcut?
IE6/OE6 newsgroups.
news://msnews.microsoft.com/microsoft.public.windows.inetexplorer.ie6.browser
news://msnews.microsoft.com/microsoft.public.windows.inetexplorer.ie6.setup
news://msnews.microsoft.com/microsoft.public.windows.inetexplorer.ie6_outlookexpress
news://msnews.microsoft.com/microsoft.public.windows.inetexplorer.ie6_outlookexpress.stationery
IE/OE General newsgroups:
news://msnews.microsoft.com/microsoft.public.internetexplorer.general
news://msnews.microsoft.com/microsoft.public.outlookexpress.general
....Alan