When I downloaded hfs I just got hfs.exe, there wasn't a folder or anything.
You must be new to computers. Let me try to explain how to create a folder, put hfs.exe in it, and paste HFS to the desktop like you want.
With explorer...
1. Create a new folder on one of your drives and call it HFS.
2. Move hfs.exe from where ever you have it now and put it into this HFS folder. (cut and paste)
3. Right click on hfs.exe, that is now located in your HFS folder, and select copy.
Go to your desktop...
4. Right click anywhere on your desktop and select paste shortcut.
5. Done.
