You've probably found it by now (it's been 2 years since you posted) but I'll write it down for others who may be looking for it : 
my $LINK=new Win32::Shortcut();
$LINK->Set("c:\\yourprogramname",
            "list of arguments", 
            "c:\\wherever you want it to run from",
            "description",
            1, #window state (1 is normal)
            hex('55x0337'), #shorcut key*
            "",#icon file eg win32.dll
            0);#icon number in file
$LINK->Save("c:\justaname.lnk");
$LINK->Close();

* shortcut key : it's 2 bytes followed by the key's code (for example 0337 is Q). The first 2 bytes give you the mode but I didn't find any info on the web - all I read was that no one knew how it worked. I'm still looking for that piece of info though.
For extra information you can go to http://search.cpan.org/src/GSAR/libwin32-0.191/Shortcut/docs/reference.html

In reply to Here's the code by Foggy Bottoms
in thread How do I create a Win32 'shortcut' (.LNK) file? by Anonymous Monk

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