When creating an Installer using Visual Studio.NET you can add an Icon to the user's Quick Launch bar as follows:

1. Add a 'Special Folder' to the project for the User's Application Data Folder.
2. Add three folders inside this, one inside the other, called: Microsoft/Internet Explorer/Quick Launch.
3. Finally, add your icon to the Quick Launch folder.

A useful guide to creating installers can be found at http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnbda/html/tdlg_ch2.asp.