and I think that while the extensions I listed are cool, they need to go in the opposite direction (desktop shortcut to browser?) in order to do what you are looking for. As far as I can see there is no such animal yet but I have used the Hotkey solution.
In XP you can right-click on any shortcut or icon or folder and choose 'properties'. The dialog box that appears will have a Shortcut key entry place. Place your cursor in this box if it says 'None' then enter the keyboard combo that you would like to use as a hotkey while you are browsing. I use Roboform, but don't keep the browser toobar enabled for obvious reasons. When I want to quickly access it in the taskbar while I'm online, I have set 'Ctrl-Shift-R' to pull it up quickly. Also, I have set hotkey 'Ctrl-Shift-T' to access my Thunderbird mail while browsing. If you wanted to do same for AIM or any folder set Shortcut key in properties. I really am liking Firefox! Hope this helps you too.