uses ShlObj, ActiveX, ComObj;
...
{©Drkb v.3(2007): <a href="http://www.drkb.ru" title="www.drkb.ru">www.drkb.ru</a>,
 ®Vit (Vitaly Nevzorov) - nevzorov@yahoo.com}
procedure CreateShortCut(ShortCutName, Parameters, FileName: string);
var ShellObject: IUnknown;
 ShellLink: IShellLink;
 PersistFile: IPersistFile;
 FName: WideString;
begin
 ShellObject := CreateComObject(CLSID_ShellLink);
 ShellLink := ShellObject as IShellLink;
 PersistFile := ShellObject as IPersistFile;
 with ShellLink do
  begin
  SetArguments(PChar(Parameters));
  SetPath(PChar(FileName));
  SetWorkingDirectory(PChar(extractfilepath(FileName)));
  FName := ShortCutName;
  PersistFile.Save(PWChar(FName), False);
  end;
end;