You can trick Visual Studio into creating the shortcut, I learned recently.
First make your url file as a pure text file from scratch. Run a fresh
notepad and put the text in. I used this as a test:
[DEFAULT]
BASEURL=http://www.msn.com/
[InternetShortcut]
URL=http://www.msn.com/
Modified=006D681BAD2CC5018F
IconFile=http://hp.msn.com/global/c/shs/favicon.ico
IconIndex=1
Add this to Visual Studio as a text file. In the Visual Studio IDE, select
it and rename it to whatever.url (using right click Rename *in the IDE*).
This will then install as a URL - I tried this to the Desktop and it works
fine. It does NOT work if you try to edit an existing url file - you must
start from scratch with the text file.

Signature
Phil Wilson
[Microsoft MVP-Windows Installer]
Definitive Guide to Windows Installer
http://apress.com/book/bookDisplay.html?bID=280
> Hi,
>
[quoted text clipped - 17 lines]
>
> Egor
egorjohnson@yahoo.com - 15 Apr 2005 10:11 GMT
Thanks Phil, works just as required.
I do get the following warning that I don't really understand, but it
doesn't seem to effect it, so I'm not that worried at the moment..
WARNING: File Weblink.url' should not be installed into a User's
Profile folder because it may not be available to all users.
Thanks again for your help
Egor
Phil Wilson - 15 Apr 2005 15:38 GMT
The build process doesn't know if you're going to install this for "Just me"
or "Everyone". It's telling that if you install into a user profile location
and do a Just me install then other users won't be able to see it. I think
it's an unnecessary warning because it implies you're doing something wrong,
and I suspect that most people understand that if they install something
into a user profile area it can't be seen by other users.

Signature
Phil Wilson
[Microsoft MVP-Windows Installer]
> Thanks Phil, works just as required.
>
[quoted text clipped - 7 lines]
>
> Egor