EDIT: yes, what ls-universe said (original post below)

Check for the link in your quicklaunch folder (as a litestep evar, "$QuickLaunch$" here evaluates to "C:\Documents and Settings\tnl\Application Data\Microsoft\Internet Explorer\Quick Launch").

If it's not there, set your shell to explorer again and figure what the link points to (I would expect it to be some executable).

Then you might be able to recreate a similar mechanism back in litestep, like a shortcut on the desktop or a hotkey or popup entry.