Internet Explorer 9 provides an option for adding a web site to start menu. This can be done using the File menu available as part of Internet Options.
Launch the web site which needs to be added to the Start menu.
Click the Tools icon and navigate to File menu and then select Add site to Start menu.
The following pop up windows will be displayed.
Click the Add button to add site to Start menu. So next time when you want to visit web page, you can access directly from the Start menu.