I'm guessing you mean on Windows. On my Win98 laptop :

• right click on the desktop to pop up a menu, select NEW>>>SHORTCUT
• In the text box type in the command line to be invoked,
  OR
  use the browse button to visually find the script / Perl binary.
• Type the additional command line arguments.
• Click NEXT
• Provide a name for the link.
• Click FINISH

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