Hello,
Check this out: 
http://support.microsoft.com/support/kb/articles/Q155/3/03.asp
I think it does exactly what you need. Also, 
some where on the internet, there is a control that will handle the 
shortcuts.
I hope this helps,

Seth Bembeneck
> Hai,
> 
> Can anybody help me by giving  ideas as to creating a shortcut at the
> desktop during installation process from VB5 distribution files created 
by
> the wizard, or any other possible means prior to generating the
> distributable setup files?
> 
> TQ