sanırım istediğin şey bu.

<?php

header ("Content-transfer-encoding: binary");
header ("Content-Type: application/octet-stream");
header ("Content-Disposition: attachment; filename=\"kisayol.url\"");
header ("Pragma: public");
header ("Expires: 0");
header ("Cache-Control: must-revalidate, post-check=0, pre-check=0");
header ("Cache-Control: private");

echo "[InternetShortcut]
URL=http://www.siten.com/
";

?>