Well I can tell you how I do it. For instance, I use ContactManager and I needed the shortcut in my Programs to be directed to its .lnk and not the OEM contacts. So I start Total Commander (OEM File Explorer wont work for you) and go to \Windows\Start Menu\Programs and find the shortcut to the program I want. I hold my stylus on it and go to Properties, from there I go to the Shortcut tab at the top and I can either type in the directory path manually or I can browse for it with the button given in that window. Hopefully this wil answer your questions.
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Loving my rooted Droid X
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