Must be some type of internet porn
I'm guessing somewhat wants an icon on their desktop and I thought that was created automatically when you load the software.

You want a shortcut icon on your desktop to access ProConnect Tax Online website?  

If you add it to your Favorites, can you drag and drop to the desktop?  

IE will let you right click on a page and add a shortcut to your desktop.

Only thing is, PTO's website is the same for all years.  If the OP already has a shortcut for 2017, it will still work.  The PTO site is always defaulted to the most current tax year, which would be 2018 as of now.