Not everyone wants internet bookmarks or integration with the web on their desktop, but the thing is that some people find it useful.
There exists an applet for gnome that does this. It would be nice to include it in repositories or in the applets of gnome, so the people who likes it can include it. We have a fish as an applet, so I find this more interesting.
You can see here the gnome applet that does this:
http://browserbookapp.sourceforge.net/
It is actually from the same person who wrote current "Places" menu.
I am particulary interested in having couple more of applets providing more integration with internet from the desktop. Some people may not like it, but again including an existing applet in the list or in the repositories will not hurt anybody.
Notice this is one of the few features that Microsoft provides with its taskbar. They may be wrong, but the truth is that some people may find it useful.