Shortcut - automate passworded web logon

[MovedGoalPosts]

I use a number of web sites for work that when you go to the site you have to enter a username and password. The user names are particularly unmemorable, and frequently the passwords are unfriendly too.

Is there any way of creating a desktop shortcut, pointing to the website, and which then also automates the logon process? Don't know if this can be done (may in part depend on the sites, and how they are coded).

[Stuart]

I.E. has an option to remember user names/passwords for sites. Opera and Firefox do to.