How to create a shortcut and/or how to link a file into the applicatio​n/download folder

I would like to link a generic button of the keyboard to a file (xls, or multimedia or...) or to an application. Is it possible? I see that is possible to create a link only to a contact!
I'm also interested in moving/link some executable files (like .xls) into the application or download folders... it can be done but I cannot see any icon when I open the Directory from the main menu.
thanks
giona

Are you dragging it to the right side of your Dock? I've got 3 shorcuts to Windows servers in my Dock and put them there simply by dragging.

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