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Shortcuts on your windows desktop allows you to place programs that you run on a regular basis right in front of you.  This allows you to find the program quickly to start running the program. 

To create a Desktop shortcut on Windows XP, just follow the below steps:

1. On your Windows XP desktop, left click your mouse and choose “New” - “Shortcut”
2. A window will appear asking you to browse to the item you are creating a shortcut for.  Click “Next” to continue.
3. Give your shortcut a name.
4. Click “Finish”