I think the original issue is that the user is confusing the regular .desktop file with a windows shortcut - these are two completely different things. Wine with use native linux tools to generate a desktop file, which looks similar to the windows sortcut, but it is most certainly not the windows shortcut. This should not be a concern, as the generated desktop file is just a regular .desktop used by your linux system and has an exec line with wine and the windows program - that's all. It's not windows accessing your desktop :) Cheers.
