TO: LeeAnnK, and others having this problem.
I have had this same problem.
When you click on a URL shortcut on the Shortcut Bar, instead of launching the website, a print dialog box appears. If you say "yes" to printing, the printer prints the front page of the website that the URL pointed to, the website is not launched. Application shortcuts in the Shortcut Bar work fine, and the desktop icons work fine; it is just the Shortcut Bar URL shortcuts that exhibit this behavior.
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The only thing that I have found that works is going back to Internet Explorer 6 (IE6). I tried re-installing IE8 without any add-on tool bars or other "goodies", no help = same Shortcut Bar problem. I tried making Google Chrome the default browser = same problem. To go back to IE6 you have to go to Control Panel, Uninstall programs, uninstall IE8 (7). This will go back to IE6 (This is for Windows XP).
I hope someone at Microsoft will fix this problem in IE8. I too like the shortcut bar, it will accept a lot more shortcuts than the Windows Quick Launch taskbars. I place it on the right side of the screen, always visible. Too Easy!
Incidentally, this problem does not occur with Vista with IE8 (on another computer I have).
I also tried a supposed fix from this site:
http://support.microsoft.com/kb/151578 = it did not work. Probably since it was from 1995, before IE7/8.
So to get the Shortcut Bar working, it looks like Vista with IE8, or Windows XP with IE6 Hope this helps.
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Hope this helps.
NMexRon