k, after checking...
it's easiest done by creating the shortcut and copying that (it's actually a folder) to netlogon and copying it to startmenu.
why?
because, once you create this type of folder shortcut, you will actually create a folder and it's context will be:
Desktop.ini - the file that controls how the folder is viewed (in this case cascaded)
target.lnk - the actual link to that target directory
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