I'm trying to do the same and there a lot of things not clear about this topic, at least not clear to me...........An example is Openapp market that create shortcuts everytime you "download" an app, but the shortcuts it is actually only a link to an html page. Anyway i have 2 android phones and in the firstone is working in the second one is not creating any shortcuts.......
in may app i do the following:
Intent shortcutIntent = new Intent(this,FinestraPrincipaleActivity.class);
shortcutIntent.addFlags(Intent.FLAG_ACTIVITY_NEW_TASK);
shortcutIntent.addFlags(Intent.FLAG_ACTIVITY_CLEAR_TOP);
shortcutIntent.putExtra("someParameter", "HelloWorld");
Intent addIntent = new Intent();
addIntent.putExtra(Intent.EXTRA_SHORTCUT_INTENT, shortcutIntent);
addIntent.putExtra(Intent.EXTRA_SHORTCUT_NAME, "Shortcut Name");
addIntent.putExtra(Intent.EXTRA_SHORTCUT_ICON_RESOURCE,
Intent.ShortcutIconResource.fromContext(this, R.drawable.icon));
addIntent.setAction("com.android.launcher.action.INSTALL_SHORTCUT");
this.sendBroadcast(addIntent);
But someone told me that the is wrong but i didn't find anyother way to create shortcuts....