For now, until you run the new MS Security patch which will disable this unless you modify the Registry to prevent it.

You should be able to do something like this.

Code:
$Desktop=ReadValue('HKCU\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders','Desktop')
WebLnk($Desktop+'\Microsoft.url','http://johndoe:secret@@www.microsoft.com')

Function WebLnk($url,$site)
Dim $RC
If 0=Exist($url)
$RC=WriteProfileString($url,'DEFAULT','BASEURL',$site)
$RC=WriteProfileString($url,'InternetShortcut','URL',$site)
EndIf
EndFunction