I don't think there's much i don't know about when it comes to mIRC, besides COMs. So I figured, "Oh, I'll learn COMs, it'll be fairly simple, bla bla bla." I was wrong.

http://msdn.microsoft.com/en-us/library/k5x59zft(VS.85).aspx
^In this guide to the Save Method (which I happen to be using for my test COM script), it has oShellLink.Save on one line. oShellLink is a variable, which equals: WshShell.CreateShortcut(strDesktop & "\Shortcut Script.lnk").
WshShell equals WScript.CreateObject("WScript.Shell"), and strDesktop equals WshShell.SpecialFolders("Desktop"). So, if I follow, this comes to:

WScript.Shell.CreateShortcut(WScript.Shell.SpecialFolders("Desktop") & "\Shortcut Script.lnk").Save

I understand all that just fine, up to the .Save. I understand that WScript.Shell is the ProgID, CreateShortcut is the module, but what is the .Save, and how do I use it through mIRC?