Running applications from shortcuts

[lowededwookie]

How can I run applications in the same way as using the LNK files on Windows?

I have an application that I use for work that needs to look for the datafiles on the server but I don't know how to run the command line so that it forces it to look in the specific path.

The shortcut looks like this:

Command: C:\Program Files\{Program}\{Executable} DATA
Look In: W:\

Is this possible?