A script that puts a shortcut to MS Paint on the desktop. Of course, this can be changed to any shortcut.
Save as a vbs and put in group policy as a login script
Option Explicit
Dim objShell, objDesktop, objLink
Dim strAppPath, strWorkDir, strIconPath
strWorkDir ="C:\windows"
strAppPath = "%SystemRoot%\system32\mspaint.exe"
strIconPath = "%SystemRoot%\system32\mspaint.exe"
Set objShell = CreateObject("WScript.Shell")
objDesktop = objShell.SpecialFolders("Desktop")
Set objLink = objShell.CreateShortcut(objDesktop & "\Paint.lnk")
objLink.Description = "Paint"
objLink.HotKey = "CTRL+SHIFT+X"
objLink.IconLocation = strIconPath
objLink.TargetPath = strAppPath
objLink.WindowStyle = 3
objLink.WorkingDirectory = strWorkDir
objLink.Save
WScript.Quit