All you're basically doing in this tutorial is renaming a shortcut, and putting it in the C:\Windows folder. Then when you start your "run" box, you can just enter the file-name of the shortcut, and have windows launch the program.
To create a short-cut of a program, all you gotta do is right click on the file, go to "send to" and click on "desktop (create shortcut)" that should create a shortcut on your desktop.
Thanks for watching