To copy an item which is located on program menu you need to tick right hand side of mouse pointer on object after that a location menu becomes visible. There will be an option of duplicate of pasting which you have copied you have to mark on that then after Vista copies the program which you have selected.

You are able to stick the duplicate to desktop for generating shortcut to desktop which is easier for you.

First step would be right sight marking a tick on your desktop later you need to tick paste which Vista generates a shortcut to a desktop which is easier for you.