The CreateShortcut method returns either a WshShortcut object or a WshURLShortcut object. Simply calling the CreateShortcut method does not result in the creation of a shortcut. The shortcut object and changes you may have made to it are stored in memory until you save it to disk with the Save method. To create a shortcut, you must:
Create an instance of a WshShortcut object.
Initialize its properties.
Save it to disk with the Save method.
A common problem is putting arguments in the TargetPath property of the shortcut object, which doesn't work. All arguments to the shortcut must be put in the Arguments property.
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Set ws = WScript.CreateObject("Wscript.Shell")
Set s=ws.CreateShortcut("C:\aaa.lnk")
s.TargetPath="cmd.exe"
s.Arguments="/k echo off"
s.save