1. Using Windows Explorer, navigate to:
C:\Documents and Settings\All Users\Start Menu\Programs\Accessories\Communications
2. Right click in the right hand pane and select New>> Shortcut.
3. This should launch the Create Shortcut Wizard.
4. In the Location text box, enter: mstsc.exe
5. Click Next.
6. Name the shortcut; Remote Desktop Connection
7. Click Finish.
Test the function of your new shortcut.