1. Right click the Start button and choose "Explore".
An "Exploring" panel will appear.
2. In the left half of the panel, use the slide bar
and the toolbar arrow to locate the directory of the file for which you
want to create the shortcut.
3. In the right half of the panel, right click on
the file. Select "Copy" from the pull
down menu.
4. Close the "Exploring" panel. Point your
mouse on the Desktop.
5. Right click and select "Paste Shortcut"
from the pull down menu.
6. Double Clicking on the newly created shortcut
will allow you to execute the file found in the original location.