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On your desktop, right click and
choose "New" then choose "shortcut". You get the create shortcut
window.
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In the "Command Line" box type
the name of the program, file or site you want to launch with the
icon. You could launch your family tree program, anything.
For example you could type in "http://fp.dowling.f9.co.uk" to get to
this site.
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Click "Next" to get to the
Select a Title for Program box.
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Type in the title. If you
were using the icon to get to this site type "Dowling Family
History".
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Click "Finish". You have
now got a shortcut on the desktop (but not yet with this icon).
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Right click on the new shortcut
and choose "Properties".
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Click on the "Change Icon"
button to get the Change Icon window.
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Click on the "Browse" button and
find and select where you saved the Icon. When you have found it
click "OK". Then "OK" again. The shortcut will eventually
change to the shield icon.