How to Open Windows Programs on Mac Dock via Boot Camp and VMware Fusion

Existing Setup: Snow Leopard, Windows 7, VMware Fusion 4, Boot Camp 3.0.4

I have a software program on Windows that I would like to open directly from the Mac Dock via Boot Camp.

This direct link feature is an option that was officially made available in VMF4, but I haven't been able to figure out how to set this up.

Thanks for any tips on how to do this.

I would like to start the application in VMware Fusion.

Thanks, simsaladimbamba.
I have now placed the Windows 7 programs that I wanted to on the Mac Dock.

Here's one follow-up question.
You mentioned that you suspend VMware Fusion instead of shutting it down after each use.

I clicked onto the double sided arrow at the top of the computer when VMware Fusion is turned on (this may be referred to as the Boot Camp taskbar), and I noticed that I have three options in the bottom left corner of this window: suspend, restart and shutdown. But the "suspend" option is greyed out and thus not usable. Only restart and shutdown are currently selectable.

In the past, I have only used the shutdown option, I've never even considered using the "suspend" option. What are the benefits of using the "suspend" option, and how can I make this a selectable option in my case. Also, if you turned off your Mac computer when Windows is in the "suspend" option, wouldn't this adversely affect Windows, VMware Fusion and/or Boot Camp?

Many thanks.

Unintended entry (unable to delete in time).