If your looking to pin the shortcut then you'll need to create a shortcut to CMD.exe and set a commandline that calls the .bat from that like, CMD.exe /C "<SomePath>\TheBatchFile.bat"
Edit: Or instead of running from a batch but to keep some tweaks you might want to make you can still create a shortcut to CMD.exe and include your tweaks in the cmdline calling the eqgame.exe directly, one I use is like, C:\Windows\System32\cmd.exe /C Start /affinity 1 N:\Games\Project1999\eqgame.exe patchme
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