Thanks guys (& girls?), particularly SledgeDG, worked but second time. First time said that it could not make shortcut but renamed it (i.e. Media Center) anyway. Second time said file with that name already existed on desktop - do I want to replace it?... or whatever... hell yes! It appears with the right icon and all. Perseverance pays off... that or subborn bloody-mindedness and a refusal to accept reality.
This appeared third in Google to the query "media center where is it" so still relevant after all this time. Groovy. Thanks again SevenForums.