Network question from mac newbie

I have managed to get my wireles network up and running with internet connection and even sharing with my PC.
Connecting with that pc is o.k. through finder, but is it possible to have a simple short cut on the desktop to access the sharing PC quickly? This appears each session but disapears when I shut down,i.e will the mac make the connection automatically on start up so I can just click on that icon to connect straight away?
Hope that makes sense!

If it works the same way it did in OS 9... select the icon of the mounted server on your desktop, and go to File -> "Make Alias" (command-L by default).
You can also use the Connect To dialogue box (command-K) and then add the server to your favourites using the little + sign next to the URI.

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