I only use the computer for storage, music, and drafting, and have a hard time on anything related to software/programming, but I do enjoy it very much. I imagine there are others like me who have trouble with the simplest of things. So to all of you, I want to share this with you. I wanted to have a shortcut on my PStart (usb drive) to the desktop and my documents folders. All one needs to do on the usb drive is right click => new => shortcut, and for the target type: %userprofile%\Desktop and click next (same for My Documents, just make sure you have quotation marks)
As for PStart, it does not let you add shortcut files (*.lnk), so add any other file, and on the properties dialog, change the name, and set the relative path to the shortcut, in my case the path is ..\my documents.lnk