There are many applets and other goodies on Windows that must be run by using a command:
The normal way to access these tools is to go to the Start menu and click Run. Then type in the name of the command that you want to run.
It's not the most productive or efficient way to get to XP's tools and goodies. That's where desktop shortcuts really come in handy!
One tool that I often find useful on Windows XP Professional is the Group Policy Editor. GPE is actually a snap-in for the Microsoft Management Console and there is no simple way to launch it. I'll take you through how i turned it into a desktop shortcut for easy one click access.
Right-click the desktop. Pull down to New, then over to Shortcut.
In the Create Shortcut wizard, click Browse. Browse you way to C:\Windows\system32. Find and select the gpedit.msc file, then click Next (of course, if you don't mind typing and know exactly the path and program, you may do that instead). On the last screen of the wizard, give your new shortcut a useful name and click Finish.
Presto! No more going to Run and typing the name of the command. You should see a shortcut on your desktop. To make it even more convenient drag the shortcut to your toolbar.