Код:

if GetOpenFileName('', ProjectName, '', 'Text Documents (*.txt)|*.txt|All Files|*.*', 'txt') then
begin
ProjectName := Format('"%s" -l -c', [ProjectName]);
CreateShellLink(ExpandConstant('{userdesktop}\') + 'XXX.lnk', '', ExpandConstant('{app}\') + 'Просто_путь\{#XXXName}' , ProjectName, '', 'D:\IS FILES\eye.ico', 0, SW_SHOWNORMAL);
end;