Which browser is opening these webpage shortcuts,
Internet explorer just handles it as shortcut, but because ie opens it once and you navigate to another page it's just another open tab or window,
You would need to right click the backwards button to return to the original location on the website.
A better option for internet explorer is to drag the url address to the Favorites bar that way it's always the same when clicked on.
Or you can add it to your favorites and it will stay.
I never place these items on the desktop/ clutter effect.
One extra thought,
Right click your taskbar and click on Properties,
Taskbar buttons/ Never combine.