If you open a Desktop Shortcut created by Firefox Portable in a text editor, it reveals the path to the PortableApps Firefox installation it was created with. That might be fine if you were dragging to your flash drive to make the link, but they're often created by dragging to the desktop. You don't really want a file with that path in it there.
Suggested solution:
The line "IconFile=" should have nothing after the equals sign instead of any path.