How to Build a Pinned Site in Less than 5 Minutes
Internet Explorer 9 introduces Pinned Sites features like favicons, notifications, jump lists, and thumbnail toolbars. These tools give you the ability to extend your website outside the browser and make it more like a native application in Windows. Pinning puts your site in a highly visible place where 87% of users launch their applications from the Windows taskbar. The result is that you get, on average, 50% more site traffic and engagement through users that pin.
Follow this link to create one for your website
http://msdn.microsoft.com/library/gg193009(v=VS.85).aspx