I know this is an old thread, but it was the first StackOverFlow page that appeared on Google, so I thought I would make an answer.
script, URL:
( , script , - MyIconName.ico - , script. , )
, ...
@echo off
@echo.
@echo.
@echo.
::Set the application-specific string vars
SET AppDescription=MyAppName
SET IconName=MyIconName.ico
SET Shortcut_Name=MyShortcutName.url
SET URL_PATH=http:
::Set the common string vars
SET WORKING_PATH=%~dp0
SET ICONDEST=c:\ProgramData\%AppDescription%
SET LinkPath=%userprofile%\Desktop\%Shortcut_Name%
@echo. Copy Icon
IF EXIST "%ICONDEST%" (GOTO _CopyIcon)
mkdir "%ICONDEST%"
:_CopyIcon
copy "%WORKING_PATH%%IconName%" "%ICONDEST%"
echo.
echo. Create desktop shortcut...
echo [InternetShortcut] > "%LinkPath%"
echo URL=%URL_PATH% >> "%LinkPath%"
echo IDList= >> "%LinkPath%"
echo IconFile=%ICONDEST%\%IconName% >> "%LinkPath%"
echo IconIndex=0 >> "%LinkPath%"
echo HotKey=0 >> "%LinkPath%"
echo.
echo.
echo.
echo.
echo.You should now have a shortcut to %AppDescription% on your desktop...
echo.
echo.
pause