There is another way - if you are using KDE.
K > Settings > Menu Editor
Select New Item from the toolbar, or Click File > New Item
A box will come up that will ask you to name the item. Name it however you want and click ok.
The item name will appear at the top right of the menu editor. In the command box, select the folder to the right and you can then browse to the script you want. This is the path. When you have what you want, click the white box to the right of the description, and it will let you select an icon, or you can select other and browse to an icon you already have in your /home directory. Save it and exit.
Click on the K again, and you will find your new item! Drag it to the desktop and select copy. All done!