I'm looking for some script that will ask the user if they want to place a shortcut on their desktop, when they click a particular link. It only needs to work for IE, not for Netscape.

I found this script which allows them to add a link to favourites, so maybe it can be adapted?

if ((navigator.appVersion.indexOf("MSIE") > 0) && (parseInt(navigator.appVersion) >= 4))
var sFoo = "<SPAN STYLE='cursor:hand;' onclick='window.external.AddFavorite(location.href, document.title);' Class=Text9Link>";
document.write("<IMG SRC='./images/AddFavorites.gif' Border=0 HSpace=2>");
document.write(sFoo + " Add to Favorites</SPAN>");