VPN connection

As far as I know, there's no way to make a shortcut to a menu item in an application (such as Internet Connect) in Mac OS X (or Mac OS 9). It's a strange thing to do anyway, since the link would have to launch the host application and run the menu command...but there is a solution - write an AppleScript that will open Internet Connect and run that menu item, then save the script as a double-clickable application so you can run it from the desktop.

 

you could create an alias that points to the Internet Connection app, then just click "add new...." Might save you a couple steps anyway.