If you want an instant access to your favorite website just by clicking an icon on your desktop as you do with your favorite applications, then Google Chrome provides this trick.
All you have to do is to open your site in Google Chrome and then click on the wrench icon on the top right corner of your browser. In that select Tools and then select "Create Application Shortcuts".
This will bring up a window that will ask you to create a shortcut on your desktop, in your start menu or quick launch bar.
Select Desktop. Once done, a new icon will be displayed on your desktop. Click on it and your favorite website will open up as an application.