Dim IE
Set IE = CreateObject("InternetExplorer.Application")
IE.Visible = True
Dim strUrl as String
strUrl = "http://..........."
IE.Navigate strUrl
Do While IE.busy
Application.Wait 1000
Loop
...............
IE.Quit
set IE = nothing
Set WSHShell = WScript.CreateObject("WScript.Shell")
'folderPath - папка в которой будет создан ярлык target.lnk
folderPath = "C:\Users\user\Desktop"
Set link = WSHShell.CreateShortcut(folderPath + "\target.lnk")
'targetPath - папка для которой необходимо создать ярлык
targetPath = "C:\Users\user\Desktop\target_folder"
link.TargetPath = targetPath
link.Save
Set objShell = WScript.CreateObject("WScript.Shell")
objShell.SendKeys "{ENTER}", True