Most of games have shortcut on the desktop.
"I think it's a good idea, the main question is where to put the option. I'm not sure we can modify the standard setup sections (Install location / Start menu folder), so we could either add a new section just for the desktop icon or hijack the "readme" option on the Finish section as described here (that does feel like a hack though). Either way I think it should be unchecked by default. We also need to make sure the uninstaller cleans it up correctly afterward. "