For those of you who are wondering what a 'desktop' is, here's a capture of mine below. The desktop is the first thing you see when you open your computer. Things you use often are displayed here so you don't have to search in 'My Computer' or go to 'Programs' to open them. Yeah, so I have models for my wallpaper... admit it, they are gorgeous LOL

- STEP 1 -
For this tutorial I will make a shortcut for my 'Deer Hunter' Game. Go to 'My Computer' and find what you want to make a shortcut of. In this case I found my 'Deer Hunter' Icon. Right click on it, and click on 'Create Shortcut'.

- STEP 2 -
Now a second 'Deer Hunter' icon was created called 'Shortcut to Dee Hunter'.

- STEP 3 -
Now you need to put the shortcut you created on the desktop. There are two ways to do this.
1 - Click on the icon you just created and drag the icon to the destop then let go of the button. This is called 'drag and drop'.
2 - Right click on the icon you just created, click on 'cut' then go to your desktop and right click there and click on 'paste'.
The first one is easier, but choose the one that works for you. Now your new shortcut should be on your desktop! If you wish to later delete the shortcut, don't worry, deleting a shortcut does not affect the program.