It can be done either as a bookmark in your browser or a shortcut on the desktop.
To do it as a shortcut on your desktop right click anywhere on the desktop, select new > shortcut and in the first window that pops up copy and paste the following but you need to change the words LOGIN and PASSWORD to match your login details for Gmail, (and there should be no spaces in the following lines at all)
https://www.google.co...nts/ServiceLoginAuth?
continue=http://mail.google.com/gmail&service
=mail&Email=LOGIN&Passwd=PASSWORD&null=Sign+i
n
then click next type a name for the shortcut in the next window (can be anything you want it to be) and click finish. and you should now have a desktop shortcut that will take you straight into your google mail.
You can create a new browser bookmark (or favourite) by using the same URL above.