How To Create A Link Document?

Sorry to be wasting anyone's time with what may seem like a novice's question, but I'm stumped. I'm trying to make a link document (like the kind one sees on occasion in an application's folder...). It looks like a little document, but with either IE or Netscape related images on the doc and when you double-click it it brings the top window to the site...well, how can I make my own? I've tried copying other link docs that I have on my HD, then opening them in TextEdit and changing the URL, but then I'm left with a text file, not a LINK as it is called in the Get Info window...any ideas? Also, does anyone know how to make a menu button for IE (like the MacRumors link that can be put in the little shelf at the top of IE's window)? Thanks in advance for the help...

-ArtMan617

 

That's exactly what I was trying to do! Thank you so much! BTW, do you know where I can find that MR IE browser button?

-ArtMan617