>How can I create a shortcut from VB 6.0

One simple way is by using the Windows Script Host:

Set shell = CreateObject("WScript.Shell")
DesktopDir = shell.SpecialFolders("Desktop")
Lnk = shell.CreateShortcut(DesktopDir & "\\Shortcut to Notepad.lnk")
Lnk.TargetPath = shell.ExpandEnvironmentStrings("%windir%") & "\notepad.exe"
Lnk.Save()