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I need to create a desktop shortcut after setup. Want to do it within another program. What is the best way ?
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Use WSH:

oWsh = CreateObject("WScript.Shell")
cDesktopDir = oWsh.SpecialFolders("Desktop")
oLnk = oWsh.CreateShortcut(cDesktopDir + "\\Shortcut to Notepad.lnk")
oLnk.TargetPath = cDesktopDir + "\\notepad.lnk"
oLnk.Save()