In the past, we discussed "pinning" in Firefox. Internet Explorer 8 and 9 also has a pinning feature, which is similar.
From the address bar (Microsoft calls it the "One Box"), click on the icon to the left of the URL (web address) and drag it to the task bar, your desktop or even the start menu. Now you can click and pop your way to your favorite site, even if you don't have the browser open.
In I.E. 9, if you already have your browser open, click on a new tap and it will show you a selection of your favorite websites.