Desktop Shortcuts, Quicklaunch Icons and Start Menu

Hi All,
I am creating a custom setup program for my application and i want to create a desktop icon for it, as well as including it in the quicklaunch area and the start menu. Does anyone know how to go about doing this? A pointer to a tutorial or some code would be fantastic, or if you can just post it here would be great also.

Thanx all in advance.

Explanation & code here:

http://www.mvps.org/vbnet/code/shell/desktoplink.htm

Note that Randy requires an URL rather than a code cut & paste.
Which in this case is ironic :D