Tried both methods.
No problems with adding to Context Menu, but no success with the Shortcut method.
Created shortcut but clicking brings up the "How do you want to open" window (Capture1).
Plus cannot pin to taskbar. If I drag and drop I get the "no entry sign". If I right click on the shortcut there is no "Pin to Taskbar" option. (Capture3).
I'm running 8.1 Pro X64.
Does the Context Menu method negate the shortcut method?