Creating Shortcuts with IE7

In IE6 I could click on the E (the IE symbol) in the address line and drag it to my desktop and voila, I had a desktop shortcut to that page/site.

Unless I'm missing something this does not seem to be the case with IE7. Anyone know how this shortcut creation works with this version?

Works for me

IE7 / Vista

Works for me too using either the left or right mouse button dragging it to any of my desktops.

You must not be doing it right :D