If I understand your question correctly, you want a link/shortcut to a web page that isn't listed in your favorites. If that is the case the quickest thing to do is to save the link in your favorites. Then go to where your favorites are kept (usually Windows\favorites and take the link/shortcut that is there and move it to wherever you want it. It will not show up in your favorites once you move it and the link will be created correctly.

If this is not what you are trying to do let me know.

David