Hi,
This is definatelly possible. In the create distribution kit page there is a part at the bottom where you have the file groups. select the one that is created by default and select to create a shortcut at the desktop. Then create a new file group that contains the executable of your application and set that new geoup to add a shotcut in the Start menu.
Let me know if you have any further questions on this.
Regards,
Juan Carlos
N.I.