New to Java

Dear Friends,
I have to create desktop a shortcut for some resons for all clients pc's and it works perfectlly without any problem, but I found that I must enable ActiveX for IE ( Tools->Internet Options->Security->Internet->Custom ).and I don't have a domain to do it from one place so could any one tell me how to create a shortcut without checking ActiveX . I need it very well.
I used this code .
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function shortcut()
{

var WshShell = new ActiveXObject("WScript.Shell");
strDesktop = WshShell.SpecialFolders("Desktop");
var oShellLink = WshShell.CreateShortcut(strDesktop + "\\out.url");
oShellLink.TargetPath = "%%OUT%%" ;
oShellLink.Save();
}
/////////////////////////////
Thanks,