How do I add links to toolbar rather than bookmarks on Internet Explorer?

I want to add a link to my toolbar as an icon. I can do this with Firefox and Safari but I can't seem to do this with Explorer. Thanks.

Answers:
Internet explorer has very limited options concerning this. IE7 is supposedly going to incorporate some of these features, but there is no guarantee. Stick with FireFox and you'll be much, much happier.

If you still must use IE for some sites, check out some of the FireFox extentions that address this