In Windows XP, it was as easy as finding the site listed in My Network Places and adding a shortcut to that on the desktop. In Vista and Windows 7, My Network Places is replaced by the Network and Sharing Center.

Here is how you can create a shortcut to the Windows Explorer version of an FTP site:

1. Open "Computer" either from your Desktop or from the Start Menu.

2. Right click on an empty spot on the background and click "Add a network location"

3. The "Add Network Location" wizard will popup. Click Next to begin.

4. Depending on other services installed (Windows Live, etc) you may have more listings. Click "Choose a custom network location" and click next.

5. Type in the ftp address as shown in the examples and click Next.

6. You will now be asked to specify whether to logon anonymously or with a specific username. If you choose to logon with a username, you will have the opportunity to enter the password when you connect to the site. Once you have chosen, click Next.

7. Add a name for the location. By default it adds the address to the network location. When you are finished, click Next.

8. You are done! By default it will open the network location when you click Finish. Simply uncheck the box if you do not wish to open the location at this time.

9. Here is what it will look like when you open "Computer" again in the future.

From here you can create a shortcut on your desktop if you like. I hope this helps and drop a comment if you have any questions