Maybe it has something to do with the extension on the shortcut? When windows creates the shortcut it doesn't supply any extension. When I add an extension .url it still doesn't work. And yes I am giving the full path. Go figure!

EDIT: Well, well...I read the directory and Perl says the shortcut file has extension .url. In File Explorer no extension is shown *even though I have it configured to show extensions* and it shows them for other files. Microsoft trying to "help" me again! :-/