Web page opens automatically when shortcut is droped on desktop from IE9

This seems extreamely strange to me...
I am trying to save a web page shortcut on my desktop by dragging the link from IE9 address bar directly from IE9 to my desktop. I am doing this on a new HP laptop which came pre-configured with Win7 Ultimate.

When I drag a shortcut of the current web page from the top address bar of IE9 onto the desktop a shortcut file is created on the desktop as wanted. However then a new IE9 window opens with the web page in it. The original page or tab is closed. This is not wanted and rather annoying.

Just to make sure active desktop was not causing this (which i dont think i have enabled) I set a registry setting to disable active desktop but didnt change this action.
When I drag a shortcut from a file folder to the desktop the shortcut is moved but unlike above the web page does not open. HELP!!!

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