Platform dependent. On operating systems with no concept of "shortcuts"
or "desktop", you obviously can't.

   On all platforms I know of which do, these things are implemented by the
filesystem, so you'd need to have write-access to the file system (not a
problem for applications, but if you're writing an applet, you may need to
sign it).

   What you do then, again depends on the platform. If the "shortcuts" are
implemented via normal files (as on Windows), you need to know the file
format for "shortcuts", and create a file in the appropriate format.

   - Oliver