In some cases, when opening a LNK file it is expecting the end of the application run.
In such cases it is better to use the following syntax (so you do not have to wait the end of the application):
START /B /I "MyTitleApp" "myshortcut.lnk"
To open a TXT file can be in the way already indicated (because notepad.exxe not interrupt the execution of the start command)
START notepad "myfile.txt"