Creating link in start menu

Does anyone know how te create a link (.lnk) to a file or drive in the
Start-Menu of Win95/NT ? I've read the Win32 help file concerning the
IShellLink object, and I've studied the shlobj.pas file, but I've
stopped trying to understand it, because it was too complex for me. Does
anyone has an example program or an object which I can study and/or use

Note : I want to use this because the "old" procedure (DDE to
progman.exe) doesn't include Maximizing the program when started.