Or maybe this :

VB Code:
  1. 'Source: MSDN column 'Ask Dr. GUI'
  2. Private Declare Function fCreateShellLink Lib "vb6stkit.dll" (ByVal lpstrFolderName As String, ByVal lpstrLinkName As String, ByVal lpstrLinkPath As String, ByVal lpstrLinkArguments As String, ByVal fPrivate As Long, ByVal sParent As String) As Long
  3. Private Sub Form_Load()
  4.     Dim strGroupName As String, strLinkName As String
  5.     Dim strLinkPath As String, strLinkArguments As String
  6.     Dim fPrivate As Boolean, sParent As String
  7.     Dim fSuccess As Boolean
  8.     strLinkName = "Shortcut to Calculator"
  9.     strLinkPath = "c:\Windows\calc.exe"
  10.     strLinkArguments = ""
  11.     fPrivate = True                              ' Add shortcut to desktop.
  12.     strGroupName = "..\..\Desktop"
  13.     sParent = "$(Programs)"
  14.     fSuccess = fCreateShellLink(strGroupName & vbNullChar, strLinkName, strLinkPath, strLinkArguments & vbNullChar, fPrivate, sParent)
  15.     'the path should never be enclosed in double quotes
  16.     If fSuccess Then
  17.         MsgBox "Created desktop shortcut"
  18.     Else
  19.         MsgBox "Unable to create desktop shortcut"
  20.     End If
  21.     ' Add shortcut to Programs menu.
  22.     strGroupName = "$(Programs)"
  23.     sParent = "$(Programs)"
  24.     fSuccess = fCreateShellLink(strGroupName & vbNullChar, strLinkName, strLinkPath, strLinkArguments & vbNullChar, fPrivate, sParent)
  25.     'the path should never be enclosed in double quotes
  26.     If fSuccess Then
  27.         MsgBox "Created shortcut on Programs menu"
  28.     Else
  29.         MsgBox "Unable to create shortcut on Programs menu"
  30.     End If
  31.     ' Add shortcut to Startup folder of Programs menu.
  32.     strGroupName = "Startup"
  33.     sParent = "$(Programs)"
  34.     fSuccess = fCreateShellLink(strGroupName & vbNullChar, strLinkName, strLinkPath, strLinkArguments & vbNullChar, fPrivate, sParent)
  35.     'the path should never be enclosed in double quotes
  36.     If fSuccess Then
  37.         MsgBox "Created shortcut in Startup folder"
  38.     Else
  39.         MsgBox "Unable to create shortcut in Startup folder"
  40.     End If
  41. End Sub