Creating a desktop shortcut to a file

After many hours of trawling through the MSDN online, It seems to me
that the only way to create a desktop shortcut to a file is to use
something called "The IShellLink Interface", which seems very
long-winded and hard to understand.

Does anyone know of any API call, etc that will do the job simply? Or
do I really have to learn about IShellLink?

Any help greatly appreciated!

Regards,
Dan Nye