Do you Set the Program Group in Step 5?
What I do is this:
In step 6 - Change file settings
Click on PM Item of your exe:
On the Dialog than appears fill the description with your program description
and in Command Line:
%s\yourexe.exe
and click Ok
This should work, this work for me
Mauricio
Be fast like the Fox
Be free like the Penguin
Se Rápido como el Zorro
Se libre como el Pingüino