OK, that's a completely different scenario then. For reasons known only to Microsoft, shortcuts to a web page do not have the option to run window maximized. In fact, a shortcut to a web document does not even have the shortcut or compatibility tabs that a shortcut to a file on the local machine has. Instead, they have a web document tab. The web document tab does not include the Run or Shortcut key options available on the shortcut tab.
There is a workaround where you'll be creating a shortcut to the web browser and then have it open to the intended URL: Right-click on the desktop and select New > Shortcut, and the Create Shortcut dialog will open. Where it says "Type the location of the item" enter the path to the browser and the URL, with each one enclosed in parentheses. As an example, if you enter:
"C:\Program Files\Internet Explorer\iexplore.exe" "http://forums.anandtech.com/index.php"
...click Next then Finish and you'll now have a desktop shortcut that opens IE to the Anandtech Forums web page. This type of web shortcut does have the normal Shortcut Tab with all available options.