How to create relative shortcut to .exe file with icon?

One year ago I encountered a problem relevant to create a shortcut for relative path. I had to deliver a software package to customers over DVD. The app is kind of archive. It should run live on DVD, connect to a read-only SQLite database (also on that DVD) and display data in read-only mode. It’s pretty easy to deploy such software but when I copy files into a sub folder and create a shortcut to program on its parent folder. The shortcut won’t work on other machine because it uses absolute path and the icon won’t also appear. So a consideration raised if I should develop a Start.exe just to start the program or use some tricks to create a same thing.

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