Well this post is somewhat an archive for me in case it returns, but it may help somebody else.

Occasionally when I click external shortcuts on my system I will get the following Windows error:

"Windows cannot find 'www.example.com'. Make sure you typed the name correctly, and then try again."

Turns out this error is due to a Firefox 2.x bug.  Now I am not sure if it happens on 3.x (which I am running, but it is certainly something you can face on 2.x).

The fix involves a registry hack, but if you have any technical knowledge you can do it pretty easily.

View the fix.