Dravik is right, that’s your best bet. The shourtcut is simple to create and should follow this formula: "{path to javaws.exe on client}" -localfile "{path to jnlp}"
ie:
"C:\Program Files\Java\jre6\bin\javaws.exe" -localfile "http://IP:PORT/main/system/launch/client/PROJECT_NAME.jnlp"
And here are the links for the various modes:Windowed JNLP: http://IP:PORT/main/system/launch/client/PROJECT_NAME.jnlp
Full-Screen JNLP: http://IP:PORT/main/system/launchfs/client/PROJECT_NAME.jnlp
Applet URL: http://IP:PORT/main/web/applet/client/PROJECT_NAME
Designer: http://IP:PORT/main/system/launch/designer/designer.jnlp