Here is a small bash script I wrote to do the job it called "wamaker".. It's not professional but it should work :)

Installation
- Download the script from here
- Put it in /home/USERNAME/bin/
- Make it executable (chmod +x wamaker.sh)
Howto Use it
Just open the terminal and type
wamaker.sh URL NAME COMMENT
for example:
wamaker.sh http://askubuntu.com askubuntu
Note that the third parameter is optional
Don't forget to use the double quotes (") if any of the parameters has space
How it works
Simply, it will create a directory in your home folder called ".wamaker" and will use it to store the icon files of the urls, then will create a .desktop files (launchers) and place them on your desktop
finally, enjoy :)