Hiermit hab ich meine Verknüpfung erstellt:
string PfadVK = DirectoryPath, NameVK = "\\"+LinkPathName;
string OriginalDateiMitPfad = TargetPathName;
object oWS = Activator.CreateInstance(Type.GetTypeFromProgID("WScript.Shell"));
object oLink = oWS.GetType().InvokeMember("CreateShortcut", BindingFlags.InvokeMethod, null, oWS, new object[] { PfadVK + NameVK + ".lnk" });
oLink.GetType().InvokeMember("TargetPath", BindingFlags.SetProperty, null, oLink, new object[] { OriginalDateiMitPfad });
oLink.GetType().InvokeMember("WorkingDirectory", BindingFlags.SetProperty, null, oLink, new object[] { Application.StartupPath });
oLink.GetType().InvokeMember("Save", BindingFlags.InvokeMethod, null, oLink, new object[] { });