Automatically create a shortcut

I have an application that I want to deploy as easily as possible, minimizing client interaction.
When they download the jnlp file, it runs the first time, then gets put into the application manager. It's only when the run it from there twice that the shortcut appears on the desktop or start menu. But if a user does not know how to use web start, they won't know to do that or how to find the application the second time (after the initial download). Is there a way that as soon as the user downloads the application, for a shortcut to appear on the desktop?

If you upgrade to Java 1.4.2 it will present a dialog asking for desktop
integration the first time you start the application.
Maybe that's what you want?

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