[nordlys]

The original dom3 file is an executable (.exe), not a shortcut (.lnk), so you have to "create a shortcut" from it (option 3 when r-clicked on) when one is needed, not copy and paste the file itself. Then you move the shortcut wherever it is needed (i.e. start menu or desktop or whatever).

Easy way is r-click and hold on dom3.exe in explorer, drag it to windows "start" button, hold until start menu opens, navigate it wherever you want the shortcut to be by waiting a couple of seconds for each submenu to appear (without ever releasing RMB throughout the whole ordeal) and finally drop it where needed. It will ask whether to copy, move or create a shortcut, choose the later. The shortcut will be created in a submenu of your choosing.