As you probably know, under win2K, if you ceate a shortcut to an executable (.exe) file, you get more control propertites than if you create a shorcut to a .bat file. One way I've worked around this is to create my shortcut to some random .exe file, then modify the propertites to point to my .bat file. You'll retain all the control associated with the .exe profile.

Hope this helps in your case.