Just put in into your Quick Launch list in XP by either
dragging the icon there or right-click on the icon and
drag there while still holding the right mouse button
down. The first method will move the icon to the Quick
Launch list, the other allows you to select what you want
to do (i.e., move, copy, create shortcut, or cancel).
The later method also allows you to clean up your desktop
and puts all the programs you want to access in one
single place while helping reduce clutter on your desktop.
Alan