1. IF you are referring to the .exe file for WMC it should be in Windows/ehome ... %windir%\ehome\ehshell.exe
If you are talking about a short cut so that it starts automatically right click the aforementioned fille- create short cut - it will ask to put it on your desktop. right click from desktop - move, Then follow this : How to Put a Program in Windows Startup | eHow starting at step 2
OR
2. do it the easy way open Windows Media center and follow this http://windows.microsoft.com/en-US/...edia-Center-automatically-when-Windows-starts