Have you tried creating a .pif instead?

I thought that when you created a shortcut to a batch file, that WAS a .pif. I thought you only get .lnk files when you create shortcuts to Windows EXEs or registered document types.

How would you go about creating a .pif specifically? I don't know where or how to specify which thing I'm creating. The only way I ever knew how was: Shortcuts to windows programs and documents were LNKs, shortcuts to batch files and DOS programs were PIFs.