You can do this with short-cuts. This is how;

<Path to other program><Name Of Program><Full link of web Site>

For Example; (Windows 7)

C:\Program Files\Internet Explorer\iexplore.exe Mozilla.org

Save it to a BAT file.

what I am trying to achieve is as below (may be I was not clear asking the question):

I will launch Firefox and use different websites. Now I need for few websites Firefox will automatically launch IE and open the website. This is to take care of few web applications which are compatible with IE only.

Is this doable?

Above solution will not helping. I mean I don't know how saving in BAT file will help me to get what I want to get.

But Thanks for responding back.

This may help;

Fire IE (FireIE, Enhanced IE) {web link} Embeds Internet Explorer(IE) to use the powerful Firefox add-ons. Not only an enhanced IE Tab, but also an enhanced Internet Explorer with Adblock Plus and FireGestures support. Switch to the IE engine in one click and dismiss your IE.

Another thought; Create the shortcuts I told you about. Put them someplace other then the desktop. The desktop should Only have shortcuts on it. The reason is; sometimes the desktop gets corrupted or altered without your permission. By having everything safe elsewhere, it can be recovered.

Install this add-on; External Application Buttons 2 {web link} Lightweight add-on to create toolbar buttons that launch various external applications.

Using this, create buttons to the shortcuts you created.