There are 2 stages that work:
1. make the icon appear on the toolbar
2. set up the programs to use IE
1. Go to View - Toolbars - Customise. Find the IE Toolbar icon and drag it to the main Firefox toolbar. OK out.
2. Right-click on the icon and fill in which sites you want it to use.
You may also have IE Tab Options on the Tools menu and you can set it up from there, but I find it useful as an icon too.