Say you have a favorite file that you like to listen to with your media player. With Winamp for example, when you start the program, the last media you were listening is scrolled along the bottom, but you must hit the play button to get it to play. If you listen constantly to one thing, you can make it load automatically. You can either make a copy of the shortcut and edit it, or you can edit the current shortcut. (If you ever change your mind, just delete the part you added.) Right click on the shortcut. Select properties. In the target box, after the shortcut, add the name of the file to play. For example, the default target to Winamp is "C:\Program Files\Winamp\winamp.exe". Add the name of your file after that. Example: "C:\Program Files\Winamp\winamp.exe" http://live.cobbscanner.com:8000 /Prefetch: 1

Note three things: A) you just need one space between start program and file. (It just shows up as a hyperlink here, it will not on your shortcut. B) The "/Prefetch: 1" at the end is not necessary, it just causes the program to load faster (another great tweak I found here.)  C)The name scrolling along the bottom of your media player may not be the actual file name. To find it for sure (at least in Winamp), when the media player screen is up, right click the title's scrolling banner. View file info. It is the name at the top of the screen.