I don't think you can do this with a bat file, you *might* be able to do it with a vbs file, I really hate vb and I get a headache when looking at that code so you should check out google to see if you can find some examples.
EDIT:
I found this sad piece of text, but its for VB, and not a VBS file, so you would have to do some modifiction if it will even work.
Code:
Dim WSHShell, fs
Set WSHShell = WScript.CreateObject("WScript.Shell")
Set fs = WScript.CreateObject("Scripting.FileSystemObject")
Function MakeDesktopShortcut( name, target )
Dim Shortcut,DesktopPath,StartupPath
DesktopPath = WSHShell.SpecialFolders("Desktop")
Set Shortcut = WSHShell.CreateShortcut(DesktopPath & "\" &
name & ".lnk")
Shortcut.TargetPath = target
StartupPath = fs.GetParentFolderName( target )
If fs.FolderExists( StartupPath ) then
Shortcut.WorkingDirectory = StartupPath
End If
Shortcut.Save
End Function
MakeDesktopShortcut "Shortcut to Notepad", "C:\Windows\-Notepad.exe"