Web site as icon on users’ desktops?

I am building a web in MS FPage 2000. The site is a local directory with 6-700 listings w/1 web page for each listing(6-700 pages). How can I set up the web so the users can have my home page as an icon on their desktops so they can click on my site’s icon and the home page will appear on their screens and then click the links from the home page to the 6-700 other pages in the web w/o having to download the entire site?