Note: Step 5. fails to include instructions for Windows 2000, so...
If necessary configure Windows Explorer to show Hidden folder by using
Control Panel | Folder Options | View [tab]: Click to select:
"Show hidden files and folders".
Then copy the new shortcut to the following folder:
C:\Documents and Settings\%UserName%\Application Data\Microsoft\Internet
Explorer\Quick Launch
My apologies for the previous irrelevant response. I misread your
question. Carrie's respoonse is the answer. Note also that if there is
more than one account defined on your machine -- and there definitely
should be -- you can probably copy "Show Desktop.scf" from one of the
other user's desktops.