This calls the shortcut creating module

void __fastcall TForm1::CreateShortcut1Click(TObject *Sender)
{
String ProgExe = ExtractFilePath(Application->ExeName);
String ProgramPath = ProgExe;
ProgExe = ProgExe + ExtractFileName(Application->ExeName);
CreateShortCut(ProgExe, Description, Filename); // Filename = "\\xxx.lnk" - lnk is a pointer.
}

This is the code that puts the shortcut onto the start menu.

void CreateShortCut(const AnsiString &file, String Description, String Filename)
{
    // IShellLink allows us to create the shortcut. IPersistFile allows us
    // to save the link to the hard drive.
    IShellLink*   pLink;
    IPersistFile* pPersistFile;
    LPMALLOC      ShellMalloc;
    LPITEMIDLIST  DesktopPidl;
    char DesktopDir[MAX_PATH];

    if(FAILED(SHGetMalloc(&ShellMalloc)))
        return;

        if(FAILED(SHGetSpecialFolderLocation(NULL, CSIDL_STARTUP,&DesktopPidl)))
        return;

    if(!SHGetPathFromIDList(DesktopPidl, DesktopDir))
    {
        ShellMalloc->Free(DesktopPidl);
        ShellMalloc->Release();
        return;
    }

    ShellMalloc->Free(DesktopPidl);
    ShellMalloc->Release();


    // First, we have to initialize the COM library
    if(SUCCEEDED(CoInitialize(NULL)))
    {
        // If CoInitialize doesn't fail, then instantiate an IShellLink object
        // by calling CoCreateInstance.
        if(SUCCEEDED(CoCreateInstance(CLSID_ShellLink, NULL, CLSCTX_INPROC_SERVER,
                                     IID_IShellLink, (void **) &pLink)))
        {
            // if that succeeds, then fill in the shortcut attributes
            pLink->SetPath(file.c_str());
            pLink->SetDescription(Description);
            pLink->SetShowCmd(SW_SHOW);

            // Now we need to save the shortcut to the hard drive. The IShellLink
            // object also doubles as an IPersistFile object. Fetch the IPersistFile
            // part of the object by calling QueryInterface.
            if (SUCCEEDED (pLink->QueryInterface(IID_IPersistFile, (void **) &pPersistFile)))
            {
                // If that succeeds, then call the Save method of the
                // IPersistFile object to write the shortcut to the desktop.
                WideString strShortCutLocation(DesktopDir);
                strShortCutLocation += "Filename";
                pPersistFile->Save(strShortCutLocation.c_bstr(), TRUE);
                pPersistFile->Release();
            }
            pLink->Release();
        }

        // Calls to CoInitialize need a corresponding CoUninitialize call
        CoUninitialize();
    }
}