Hmm. Not quite. The shortcut properties work, but it doesn't run the batch file and instead displays an error message. There's a field for "Batch File" but it doesn't seem to do anything.

Interesting thing is, when I edited the shortcut properties to add "command.com", saved the changes, exited the properties panel, and went back in, it said "this is not a valid shortcut". But then ten seconds later, it worked and had the new properties page.