how to create short cut in vb.net

You will get the idea from here.

Here is some C# code to create a shortcut to a folder. These are actually .lnk files which are handled in a special way by Windows Explorer.

First include a reference to C:\Windows\System32\wshom.ocx

Second, include the following using statement :-

using IWshRuntimeLibrary;

Third, Here is the code :-

// This creates a Folder Shortcut 
IWshShell wsh = new WshShellClass();
IWshShortcut shortcut = (IWshShortcut) wsh.CreateShortcut (shortcutpathfilename);
shortcut.TargetPath = targetdir;
shortcut.Save();

Source : http://alquistconsulting.blogspot.in/2006/12/create-lnk-file-in-c.html