Figured it out. By using the WIndows scripting object host as a reference and putting "using IWshRuntimeLibrary;", this function creates the desktop shortcut.
Code:
private void appShortcutToDesktop()
{
string shortcutFullName = Environment.GetFolderPath(Environment.SpecialFolder.DesktopDirectory) + "\\Name.lnk";
WshShell shell = new WshShellClass();
IWshShortcut link = (IWshShortcut)shell.CreateShortcut(shortcutFullName);
link.TargetPath = "C:\\FOLDER\\EXECUTEME.exe";
link.Description = "DESC OF WHOAH";
link.Save();
}