desktop shortcuts via command line/batch

All — is there a way, just like using the mouse and right-clicking, to create a functional desktop shortcut to launch an application?

I’ve tried: copy c:\application.exe “c:\documents and settings\%username%\desktop\shortcut to application.lnk” and it doesn’t work.
It does create an icon on the desktop, but clicking it does nothing and right-clicking it says its an invalid shortcut.
I’ve tried copy/xcopy w/ various switches.

Any 411/help would be great…thanks…