Shortcut and Alias in Windows 7

After finding that Launchy doesn't work too work on Windows 7, I looked into Window's native shortcut management, and found this info that allows me to add shortcut that can be serached by the Windows search box. So I put my stuff under "C:\Users\{My account}\AppData\Roaming\Microsoft\Windows\Start Menu\Programs\My Apps" and found that everything can be serached by the Windows serach box. However I have to physically put the shortcut in the folder. Shortcut of shortcut does not work.