First , navigate in your browser to the place you want to have the shortcut go to in the future ... I imagine this URL
http://www.wetcanvas.com/forums/
On the browser window, right click the URL in the address bar above (should work ) and it should highlight and show a menu. Click copy. In some browsers, might have to highlight it by left holding and swiping the text then right clicking that and copying.
Go to your desktop ... right click a blank area on the desktop ..... goto "new" and click "shortcut"
On the shortcut window, right click the area where they ask for a location and click paste. The address "http://www.wetcanvas.com/forums/" should appear there.
Click next ..... on this screen, rename the icon to something you want like "Wetcanvas" or whatever.
Click "Finish"
You mentioned you "search" for it ... you could bookmark it in Netscape or Opera (or add to favorites in Internet Explorer).