After you install the program, if you go to c:\windows\favorites and
you are on the name of one of your favorites, if you press your windows
applicaton key (or shift f10), you will have three new options on your
context menu: copy url, copy link, copy name.  The diffference is as 
follows:

Copy URL: http://www.moonsoftware.com

Copy Link: <A HREF="http://www.moonsoftware.com">Moon Software</A>

Copy Name: Moon Software: http://www.moonsoftware.com

 TIP: You can copy a list of URLs into the clipboard by selecting multiple
Internet Shortcut files at once.