The tool bar isnt working for me at all, so I did some digging around the net.
The issue is not something broken in IE9 its just some new behavior they introduced as the defualt. When ever you drag something from the address bar to the desktop or anywhere, it doesnt create a URL shortcut but this new format Website shortcut.
Doing some research in order for IE 9 to create URL shortcuts as previous version you need to hold down the shift key while dragging and droping. I tried using this with UR and that seems to work.
Here are some links that may shed more light on the issue:
http://zoomicon.wordpress.com/2011/0...net-shortcuts/
http://answers.microsoft.com/en-us/i...1-77a8fe22f221
http://www.sevenforums.com/tutorials...pin-sites.html
I hope this helps and other users upgrade to IE9, this help other users as well.