A good tutorial in creating shortcuts in LXDE can be found here:

http://lkubaski.wordpress.com/2012/06/29/adding-lxde-start-menu-and-desktop-shortcuts/

Basic steps:

1. Create a .desktop file in the ~/.local/share/applications (note that this folder may not exist on a brand new LXDE installation, but you can create it manually)

2. Paste the following text into the file:

[Desktop Entry]
Encoding=UTF-8
Type=Application
Name=Hardware info
Name[en_US]=Hardware info
Exec=/usr/bin/hardinfo
Comment[en_US]=Hardware info
StartupNotify=true
Categories=Utility

Note that the ‘freedesktop’ categories do not directly map to the LXDE category names, so here is the mapping between LXDE categories and freedesktop categories:

Accessories <-> Utility
Graphics <-> Graphics
Internet <-> Network
Office <-> Office
Sound & Video <-> AudioVideo
System Tools <-> System

 

If you want to create a shortcut on the Desktop, then copy the .desktop file to $HOME/desktop