Windows XP's logo requirements state that desktop shortcuts must be optional, and must default to not being installed. If installing desktop shortcuts, you must default to not installing them, and provide a checkbox or some such device to allow a user to create one.
Another logo requirement (not sure if this is official yet), is that you must create advertised shortcuts to your app. However, for the life of me, I can't figure out how to make advertised shortcuts able to be switched off/on. Since there is no "condition" field in the shortcut table (a huge oversight on MS's part I believe), the only way to switch a shortcut on/off is to change the selection state of the associated component. However, if I do this with an advertised shortcut, then my app .exe doesn't get installed. Seems like a no-win situation.
Frankly, we're considering forgetting the whole "advertised" thing anyway, as it really doesn't seem to offer much in the way of advantages.