>prior to running the setup wizard, create a simple batch file in your application folder. Call it say "postexe.bat"
>
>this will be basically a one line command
>
>copy "c:\windows\start menu\programs\Kostas Finest Work\'My best Application'.lnk" c:\windows\desktop
>
Mark,

This may not work in all cases. The desktop, start menu and program files may not always be in these locations, and in a scenario where you have multiple users on the same machine probably won't. All of these are virtual folders and their actual path can and do vary from machine to machine.