SOURCE

function createDesktop(sUrl,sName)
{
    try
    {
        var fso = new ActiveXObject("Scripting.FileSystemObject");
        var shell = new ActiveXObject("WScript.Shell");
        var folderPath = shell.SpecialFolders("Desktop") ;//获取桌面本地桌面地址
        if(!fso.FolderExists(folderPath))
        {
            fso.CreateFolder(folderPath);
        }
        if(!fso.FileExists(folderPath + "//"+sName+".lnk"))
        {
            //在指定的文件夹下创建名为sName的快捷方式
            var shortLink = shell.CreateShortcut(folderPath + "//"+sName+".lnk"); //相应的描述信息
            shortLink.Description = "shortcut for "+sName; //快捷方式指向的链接
            shortLink.TargetPath = sUrl; //激活链接并且窗口最大化
            shortLink.WindowStyle = 3;
            shortLink.Save();
            alert('桌面快捷方式创建成功！');
        }
    }catch(e){
        alert("当前IE安全级别不允许操作！");
    }
}

<input name="btn" type="button" id="btn" value="桌面创建快捷方式" onClick="createDesktop('http://hi.baidu.com/yebihaigsino','洋帆型号速查快捷键')"