This is an old post but I have issues with coming across posts that have some incorrect information/syntax...
If you wanted to do this with a shorcut icon you could just create a shortcut on your desktop for the cmd.exe application. Then append a /K {your command} to the shorcut path.
So a default shorcut target path may look like "%windir%\system32\cmd.exe", just change it to %windir%\system32\cmd.exe /k {commands}
Create A Shortcut That Opens The Command Prompt & Runs A Command:
Yes! You can create a shortcut to cmd.exe with a command specified after it. Alternatively you could create a batch script, if your goal is just to have a clickable way to run commands.
Steps:
Right click on some empty space in Explorer, and in the context menu go to "New/Shortcut".
When prompted to enter a location put either:
"C:\Windows\System32\cmd.exe /k your-command" This will run the command and keep (/k) the command prompt open after.
or
"C:\Windows\System32\cmd.exe /c your-command" This will run the command and the close (/c) the command prompt.
Notes:
Tested, and working on Windows 8 - Core X86-64 September 12 2014
If you want to have more than one command, place an "&" symbol in between them. For example: "C:\Windows\System32\cmd.exe /k command1 & command2".
You can also create a shortcut on desktop that can run a specific command or even a batch file by just typing the command in "Type the Location of Item" bar in create shortcut wizard
Right click on Desktop.
Enter the command in "Type the Location of Item" bar.
From the windows search bar type in cmd to pull up the windows bar operation.
When the command line option is shown, right click it and select Open File Location.
The file explorer opens and the shortcut link is highlighted in the folder. If it is not highlighted, then select it.
Hold down the Control key and using the mouse drag the shortcut to the desktop. If you don't see ABC0 while dragging and before dropping, then push down and hold the Control key until you see the message.