Something like this may work for you:
Declare Function ShellExecute Lib "shell32.dll" Alias "ShellExecuteA" _
(ByVal hwnd As Long, ByVal lpOperation As String, _
ByVal lpFile As String, ByVal lpParameters As String, _
ByVal lpDirectory As String, ByVal nShowCmd As Long) As Long
Sub a()
ShellExecute 0, "open", "C:\MyLink.lnk", "", "c:\", 1
End Sub