Is it possible to create a desktop icon (as in VB), for my application, so that users can access the form from their desktop to make complaints? I am using PHP with MS SQL. Please Help!

Thanks in Advance!

Where is your application located? On a website? In that case have the users download (or just make it themselves) an internet shortcut to that page. If its an application that runs directly on their computer, create a shortcut to a batch (.bat extension) file with something like this in it:
Check out this link for more info on using PHP from the command line.