@Everblue
YES....just drag the icon from its original drawer right onto the Desktop (Workbench) screen and while the icon is still highlighted go to the top menu and right click and select the "LEAVE OUT" option. When you reboot it will still be there until you select it agaian and use the "PUT AWAY" option from the menu...............as far as I can remember, I think Workbench was able to do this before Windows.
I dont think its really a shorcut though. If you delete it, the program actually gets deleted although not the rest of its contents.