Looks like as Saab mentions, that installing the program as an administrator is the first port of call.
Failing that - make sure you are logged in as an adminisrator - check by looking at the properties of your account under the User Accounts icon in Control panel.
Assuming that your are - copy the relevant icon to one of the following places using Windows Explorer.
c
documents and settings\AllUsers\Desktop
AND/OR
c
documents and settings\AllUsers\StartMenu.
This will make the relevant icons appear on the Desktop/Start Menu respectively.