how to bind a key to a .lnk or .mscr file?

[mlevin77]

I see how to bind buttons (e.g., media key) to programs in the list it gives you, but I want to bind a .lnk or a .mscr file to the key, and those aren't in the list. Can I add them to the list, or otherwise bind them, using the standard Settings or do I need a 3rd-party button manager program?

Mike