I started out using the Microsoft “favorites” system, but I finally accumulated too many of them, and the system doesn’t alphabetize them properly.

So I finally started an Astronomy folder under the “My Documents” category, then I opened Word documents and pasted hot links inside them. Like for NASA you can have a word document that contains all your NASA links. You just go to that document and click on the hot link to any of the NASA websites. You can categorize all the links inside each word document.