User-Agent: Mozilla/5.0 (Windows; U; Windows NT 6.0; de; rv:184.108.40.206) Gecko/2008120122 Firefox/3.0.5 (.NET CLR 3.5.30729)
Build Identifier: Prism v0.9
When I already have chosen an icon on my computer (for the application) the following message appears: Please choose a shortcut location.
See screenshot on http://content.screencast.com/users/herrSaibot/folders/Jing/media/d8a0c4f3-8c61-4f7e-917c-e122c05c9e6d/BugPrism1.png
Steps to Reproduce:
The chosen shortcut should appear as program icon on desktop.
That message has nothing to do with the icon. It means that you need to tick one (or more) of the checkboxes (Desktop, etc.) to determine where the shortcut is placed. I can't tell from your screenshot whether you did this.