different types of shortcuts

I was actually wondering the same thing recently, and I decided to investigate. It turns out that those shortcuts are special, called Windows Installer Shortcuts. The stub executables are really only there for the icon, nothing else.

Basically, programs can create these shortcuts through Windows Installer during the installation, and they're special because they don't link directly to the file but instead use a bunch of Win API functions to get to the destination. You can find an official explanation here. I'm not exactly sure of the reason they were implemented, though, other than to annoy you. :)

Anyway, to answer your question: No, you cannot create your own. You can do so programmatically, but I'm sure that's not what you were thinking of. :)

The first shortcut, the one created during the installation of Office, does not actually point to winword.exe but to a stub executable. It's located at c:\Windows\Installer\{91120000-0030-0000-0000-0000000FF1CE}\wordicon.exe.

The directory seems to contain stubs for all Microsoft Office applications.