If your company file or the folder it's stored in has any spaces in the name, you'll need to use quotation marks when setting up the shortcut.
For example, if the company file name is XYZ Company Data.myo, the Target field in the shortcut Properties window would be:
C:\Premier19\Myobp.exe "XYZ Company Data.myo"
(Note there's a space between .exe and "XYZ)
In another example, AccountRight has been installed into a folder called MYOB Program and the XYZ Company File is stored on network drive N: in a folder called MYOB Data. As both the program location and the company file name and location contain spaces, both elements will need to be enclosed in quotation marks. The Target field of this shortcut's properties would be:
"C:\MYOB Program\myobp.exe" "N:MYOB Data XYZ Company File.myo"
(Note there's a space between MYOB and Program and .exe" and "N:)