Problem with Google shortcut on desktop

I am using Vista Ultimate.
I have a shortcut to 'http://www.google.com' on my desktop/
When I double click on it, I get the Google window all right, but
I also always get an error window which says Windows can't find
'http://www.google.com'. It asks if I spelled the URL correctly.
I have to click OK to try again.

I don't get that error when I enter the URL directly to a Firefox
window. I do continue to get the error if I create another identical
icon shortcut.

Any idea what is going on>

Thanks

-GECKO