The shortcut pathname must end with .lnk or .url
When you named your shortcut, either you did not give it a file extension or you gave it an extension other than *.lnk, nor *.url.
When using the CreateShortcut method, the file extension is incorrect or missing.
To correct this error
- Check that the file extension for the shortcut ends with .lnk for a Windows shortcut or with .url for an Internet shortcut.