You've always wanted to create shortcuts for LXDE (the graphic environment of Lubuntu), but you did not know how to do it ... now it s the time to know !
Well, you could create .desktop files with a text editor (imitating the ones in
/usr/share/applications) ... but it's much easier to run lxshortcut (typing the command).
So press Alt+F2, then type in:
lxshortcut -o ~/Desktop/my_shorcut.desktop
And then a nice window, will pop up with all the fields you need to define (including an icon), save ... and that's it, you have a new shortcut icon on your desktop !
You will get more information (or not much) at the LXDE wiki.