Shortcuts go to Printer window

Not sure how this started. If I am on a web page and I want to create a shortcut, say to the desktop. I right click, send to desktop, etc. When you go to the shortcut on the desktop, it pulls up the printer window. This only seems to happen with Internet pages. Creating a shortcut to a document that is in word or any other document works fine.

Look forward to any response and answer. Gary