See the first example in the header of wshshortcut()

wshShortcut() - Create File and Web Shortcuts
http://www.kixtart.org/forums/ubbthreads.php?ubb=showflat&Number=84115#Post84115

The rest of the UDFs are here -
http://www.kixtart.org/forums/ubbthreads.php?ubb=postlist&Board=7&page=1

How to use UDFs -
http://www.kixtart.org/forums/ubbthreads.php?ubb=showflat&Number=81943#Post81943