Без сторонних утилит, с помощью vbs скрипта, например:
Код:
set WSS = WScript.CreateObject("WScript.Shell")
strDesktop = WSS.SpecialFolders("Desktop")
set oShellLink = WSS.CreateShortcut(strDesktop & "\Shortcut Script.lnk")
oShellLink.TargetPath = WScript.ScriptFullName
oShellLink.WindowStyle = 3
oShellLink.Hotkey = "Ctrl+Alt+e"
oShellLink.IconLocation = "notepad.exe, 0"
oShellLink.Description = "Shortcut Script"
oShellLink.WorkingDirectory = strDesktop
oShellLink.Save
