Are you having a problem creating shortcuts using the IDE, or were doing something like creating dynamic shortcuts on the fly? If you want to create a shortcut for something that doesn't exist (yet) you can create the shortcut in the IDE with the link that will be there after the install and you can use:
if (CreateShellObjects ("") < 0) then
MessageBox ("Unable to create Shortcut in Start Menu.",SEVERE);
endif;
in (OnFirstUIAfter() )to put the shortcut up.. and in the end if your install doesn't actually use this, then you can opt it for shell deletion. This way you can create let's say 6 shortcuts in your IDE, and maybe your user only uses 3 of them... you would then just delete the unallocated shortcuts by using an index and keeping track how many are being actually used.
Hope that helps.
-=OC