Hi Peter
Simply you can create a .Bat or .cmd file in windows keep the shortcut on desktop
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Start sapshut -system=SID -client=(Client number) -desc="(system description as you mention in the SAPlogon pad)" -user=(User id) -PW=(Password)
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In case further help is require type in command prompt “start sapshcut /? “ refer the below screen shot
Regards
Ram