I know it's been a long time since anyone posted a reply to this topic but I had the same question and eventually found what seems like a really good solution.
First make a copy of the main firefox icon/shortcut. (I am using XP so I drag the shortcut to the desktop from where ever it is, while holding down the ctrl-key. )
Then right-click on it and choose "properties", and then choose the "Shortcut" tab.
In the target box you will see something like: "C:\Program Files\Mozilla Firefox\firefox.exe". At the end of the box, outside of the quotes, paste the url. On the general tab rename the shortcut for convenience.
This gives you a shortcut that will open firefox even if IE is your default browser, a feature I needed to test out websites.
