I enter the path as
\\[TRADESERVER]\SharedFolderName\executable.
The [TRADESERVER] is a property that is filled by the user right after selecting a complete or custom install.
What is happening once the install is done is the shortcut ends up with the following link:
C:\TRADESERVER\SharedFolderName\Executable
Does it not pick up the \\, and why does it not use my property?