Try this:
VB Code:
'STKIT432.dll - VB 32
'Vb5STKIT.dll - VB 5
'VB6STKIT.DLL - VB 6
Private Declare Function fCreateShellLink Lib "STKIT432.DLL" _
(ByVal lpstrFolderName As String, ByVal lpstrLinkName As String, _
ByVal lpstrLinkPath As String, ByVal lpstrLinkArgs As String) As _
Long
Private Sub Command1_Click()
fCreateShellLink "..\..\Desktop", "Shortcut to My Program", "C:\MyProg\MyProg.exe", ""
End Sub