Keyboard shortcuts for programs

I recently came across the tip to place a shortcut to a program on teh desktop, and then insert a keyboard shortcut. I did this with MS Word, and inserted the shortcut Ctrl+Shft+w. This brings up Word all right, but after moving it into another folder (even one on the desktop), the shortcut no longer opens up the program. Is there something I'm not getting here--does this only work on the desktop? I like to keep it as clutter-free as possible.

 

Found a solution--creating entries in the Start menu Programs folder does it--even inside a folder. Not wanting to clutter up my Programs menu, I simply made one folder called Shortcuts, and place a shortcut to commonly used programs there. This will help keep my desktop clean.