I've got the Sky icon on my desktop which links to 'Sky Homepage' - which if you want to go there saves typing in address I suppose, but has home pages go it's 'pants'.
It opens in Firefox for me as I have set that as my default browser rather than Safari.
I have the same issue with Virex - wasn't sure if needed as Mac as built in firewall as well as the router and so far in 5 years of Mac use not be hit by a Mac virus.
But like you, I'm curious as to whether I set it up wrong or it's just a load of rubbish
Andrew