I Use simply for my app:
using IWshRuntimeLibrary; // > Ref > COM > Windows Script Host Object
...
private static void CreateShortcut()
{
string link = Environment.GetFolderPath( Environment.SpecialFolder.Desktop )
+ Path.DirectorySeparatorChar + Application.ProductName + ".lnk";
var shell = new WshShell();
var shortcut = shell.CreateShortcut( link ) as IWshShortcut;
shortcut.TargetPath = Application.ExecutablePath;
shortcut.WorkingDirectory = Application.StartupPath;
//shortcut...
shortcut.Save();
}