How to create a shortcut in windows mobile

Using Microsoft ActiveSync, or a win explorer in Vista or win7, "Explore" your Windows Mobile device from your computer. In Explorer, find the new app, right click on it, and choose Create Shortcut. Cut and paste the shortcut from that folder into the
\Windows\Start Menu\Programs folder on your device. You can also then rename the shortcut if you want.

Moving and renaming the shortcut can be done in Windows Mobile directly, but creating the shortcut has to be done on your desktop.