1. Create a directory called bin in your home folder (normally there might be one)
$ mkdir ~/bin
2. Create a file inside this with
gedit or kwrite or any editor
$ gedit dsl_controller
paste the stuff from above.
$ chmod +x ~/bin/dsl_controller
4. Now, right click on desktop
>>>>>>>>>Select: Create new link to application /launcher
The above may be different in gnome (I have only kde) http://ubuntuforums.org/showthread.php?t=361110
5. It will open a new box
6. Select there the program you created > "dsl_controller"
7. Press OK