Yap, it is easy, but the method is vary with your operating system.
This method will work with windows 7 & 8.
1. Copy the URL of your site (eg: -
http://www.theanswerbank.co.uk)
2. Right click on the Desktop
3. Select New from the Right click menu
4. Select Shortcut (Create shortcut window will open)
5. Past the copied URL in the text box
6. Click Next
7. Type a name to URL (eg: - The AnswerBank)
8. Click Finish (A shortcut will create on the Desktop to The AnswerBank)
9. Drag and drop it on to the Task Bar
Hear we go. You have a Shortcut to The AnswerBank on your Task Bar