I followed this website: http://www.planetsourcecode.com/vb/s...43727&lngWId=1

The last comment on this page says ""..\..\Desktop" and fCreateShellLink no longer okay on some systems like Vista. Instead, one should create desktop shortcut using other means, e.g. Windows Script Host Object Model.
And, in order to automatically have the shortcut removed on program uninstall, write the shortcut link file to ST6UNINST."

That is why I have trouble creating a desktop shortcut in Vista.