I use a program called Add A Button to do that. Here's its readme:
We thank you for downloading AddaButton!
Just a few notes before you get started.
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Current Version: 3.1
(See help file for what's new in this version.)
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License:
This program is brought to you completely free through relationships with
advertising partners. Feel free to distribute it to anyone you wish provided
distribution is done of its original installation package as you downloaded
it.
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Program Description:
AddaButton lets you add custom buttons directly to Internet Explorer's own
toolbar which can be used to launch any program or document on your computer
or even urls. Adding buttons is now even more easier. Just drag any program
file or shortcut onto the program's "Drop Target" and have all information
and button properties automatically entered for you.You may also manually
define all button properties including which programs to launch with added
buttons, any command-line parameters, button text, icon, associated "Tools"
menu command text, and even the text to be displayed in I.E.'s status bar
when the mouse cursor is over the menu command. Added buttons can display
the icons from the programs you've defined them to launch, any "ico" files
you select from your hard drive, or you can select from a built in library
of icons specially formatted for use on Internet Explorer's toolbar.
Buttons can be optionally added to I.E.'s toolbar for only the current
Windows user profile or for all users if your system is configured for more
than one Windows user profile.
Buttons can also be deleted or their properties edited from within the
program at any time after they have been added.
Note: After using the program to add buttons to I.E.'s toolbar, I.E. will
need to be restarted if it is running for them to show up. If the new
button(s) are not visible, you will need to open I.E.'s toolbar
customization dialog by right-clicking anywhere on the toolbar and selecting
"Customize" from the menu that appears. Select the new button(s) from the
list of "Available Buttons" on the left and click the "Add" button in the
center. Close the dialog and the new button(s) will be added.
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Support Notes:
AddaButton works with Internet Explorer version 5.0 or later.
The program also requires that the Visual Basic 6 runtime library be
installed on your computer in order for it to function. Most computers
already have this installed. To be sure that you do, check in your
windows\system folder for the file "Msvbvm60.dll". If it's there you're good
to go. If not, the package can be downloaded for free from the "Support
Files" section on our download page at:
http://www.harmonyhollow.net/download.shtml#support
Just download the file and double-click it in the Windows Explorer to
install.
Due to an incompatibility with some video adapters, the program may stop
functioning if certain icons are used on added buttons. If this happens, use
the included utility "AddaButton Button Deleter" to automatically delete all
buttons added to IE's toolbar using the program by double-clicking the
shortcut in the "AddaButton" Start menu program group. After this, it is
recommended that only icons from the program's built-in icon library be used
on added buttons to ensure no further problems.
If you recieve an error message when attempting to run the program stating
that the file "MSCOMCTL.OCX" is missing or not registered correctly,
download this file from the same location mentioned above and extract it to
your system folder.
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Additional Note:
AddaButton is packaged with a partner application called SaveNow which
displays advertising on your computer periodically. We are paid a very small
fee by the SaveNow company to distribute their product along with ours. This
allows us to deliver high-quality software like AddaButton to you, the
end-user, completely free of monetary obligation. The SaveNow software can
be completely uninstalled at any time you wish via the Windows "Add/Remove
Programs" dialog in the Control Panel.
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Contact and Support Information:
Please feel free to email the author if you have any questions about or
problems with the program.
Author: Kyle Dusang, Harmony Hollow Software
Email: (e-mail address removed)
Website:
http://www.harmonyhollow.net