Having a quick reach link either as a favorite or LinksBar is the most simpler and user-friendly solution to any user connected to the Internet nowadays. Searching has become a pleasure with Google Toolbar rather than typing http://www.google.com/ and searching. Is'nt it?
In the same way, just found out a small trick. You can have a shortcut to Visual Studio .NET from within your webbrowser. Type vs:/ and press Enter.
Your webbrowser will prompt you 'This requires launching of Microsoft Development Environment' and when you click OK to this prompt, Visual Studio .NET will openup. Just drag this link and drop on the LinksBar
and you can launch VS .NET from IE by clicking this link.