Thanks T2, a lot of input!
However, I'm puzzled by the two stages required. ie Why it wants:
Create Shortcut Wizard and create a shortcut to your preferred program.
I followed it blindly, and in fact created another means of getting it into F (a USB stick) but not into the required folder.
However, I'm on the right track it seems. I'm having to pack up due to popping up to #3 kids home, a mere 320 miles away. Next door in Texas terms, but getting the kitchen sink into the car is proving difficult. I'll resume on arrival there, though I'll be on my laptop Vista there.
Regular backups are rather important right now, I'm on borrowed time with my Release Candidate and it shuts down every 2 hours.
(The new W7 is grinning at me from the shelf behind the monitor.)
The next problem will be to make all my USB sticks assume the same drive letter. Even that seems to have become dynamic.