'this version goes to a folder of your choice
Dim wShell As New IWshShell_Class
Dim wShortcut As IWshShortcut_Class
Set wShortcut = wShell.CreateShortcut( "d:\test.lnk" )
wShortcut.TargetPath = "d:\test.txt"
wShortcut.Save
'and this version goes to the desktop
Dim wShell As New IWshShell_Class
Dim wShortcut As IWshShortcut_Class
Dim sDesktop As String ' path of desktop
Dim sTargetPath As String ' path to file for which a link is to be created
sDesktop = wShell.SpecialFolders.Item( "Desktop" )
sTargetPath = wShell.ExpandEnvironmentStrings( "%windir%" )
Set wShortcut = wShell.CreateShortcut(sDesktop & "filename.lnk" )
wShortcut.TargetPath = sTargetPath & "\filename.exe"
wShortcut.Arguments = ""
wShortCut.WorkingDirectory = sDesktop
wShortCut.Save