Here is what I have so far

$desktop = ReadValue("HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders","Desktop")
Copy "\\sussex1\netlogon\My Computer Information.kix" $desktop

That copies the shortcut to the user's desktop and that part works. When I double-click on the shortcut it doesn't know what to do with it because there is no file association. That is as clear as I can be.