Or use OLE to access the scripting host directly:
Public Function CreateShortcut(Target As FolderItem, Name As String) As FolderItem
#If TargetWin32 Then
Dim shortcut As FolderItem = SpecialFolder.Temporary.Child(Name + ".lnk")
Dim WSHScript As New OLEObject("{F935DC22-1CF0-11D0-ADB9-00C04FD58A0B}")
Dim WSHShortcut As OLEObject = WSHScript.CreateShortcut(shortcut.NativePath)
If WSHShortcut <> Nil Then
WSHShortcut.Description = Name
WSHShortcut.TargetPath = Target.NativePath
WSHShortcut.WorkingDirectory = Target.NativePath
WSHShortcut.Save()
Return shortcut
End If
#endif
End Function