I've forgotten how to do this.

In Windows, you can create a new text document "blah.txt"

Inside blah, you can enter a url like http://kongregate.com

Then.....??? I forget this step

Then you change the file extension of the file to "blah.html"

When you double click the file, it acts as a shortcut/hyperlink

and takes you to the url you entered in the text file.

Can someone tell me what the missing step it? There is something else I need to enter with the url, but I don't know what it is.