Ah, thanks very much.
shortcut element: The optional shortcut element can be used to indicate an application's preferences for desktop integration. The shortcut element and it's sub-elements provide hints that the JNLP Client may or may not use. The shortcut element can contain the optional online attribute, and the two optional sub-elements, desktop and menu.
Not sure exactly what that means, but I'll mess around. It's just not clear how to specify directories or what exactly desktop and menu mean.