Running a Python program thru a Windows shortcut

[Patrick Useldinger]

Hello,
I've written a small, non-GUI program that I am running from the command 
line. This works OK, but I can't figure out how to run it from a Windows 
shortcut placed on a desktop.
The command I execute manually is: dfc dfcCfgBackup, wth dfc being a 
Python program, and dfcCfgBackup being a parameter file that is passed 
as an argument.
Can anybody provide me with an example on how to do this?
-Patrick