After I started to use a Windows 7 notebook, though it works with Windows Vista as well, I created a simple Windows Sidebar Gadget that stays on my desktop all the time and allows me to quickly take a ham radio callsign and launch the QRZ page for that callsign in my web browser. The widget looks like the following on your desktop:
Installing it is easy and all you need to do is go to Microsoft’s Gadget Gallery at http://gallery.live.com/LiveItemDetail.aspx?li=eaf00d92-f222-422d-9c59-ea87412383fd
If you ever want to remove it, the gadget gets installed, along with all other gadgets, to %USERPROFILE%\AppData\Local\Microsoft\Windows Sidebar\Gadgets and you can remove the QRZLookup.gadget directory. Only files are copied to that location and they are all viewable in the Gadgets directory if you want to poke around.
I hope you try the ham radio callsign lookup gadget and if you have any questions please let me know.