I'm not sure if you have the suffcient access privilages to do this, but if by chance you do then. Right click, properties on your chosen shortcut. Click on the shortcut tab, then you can either manually enter the location of the program into the target box or click on the find target button, find the program located on your server drive and mark it.
If all else fails you have to contact your system's administrator and they should be able to add shortcuts to those programs on your profile's desktop.
Thanks Dark Guyver!