Is there a quick way to create a Windows shortcut to a file without it validating the path?

You can use this VBScript to create a shortuct:

   Set oWS = WScript.CreateObject("WScript.Shell")
   sLinkFile = "C:\MyShortcut.LNK"
   Set oLink = oWS.CreateShortcut(sLinkFile)
   oLink.TargetPath = "C:\Program Files\MyApp\MyProgram.EXE"
   oLink.Save