Now I'm doing like this:
wich is working just fine, but not puting the shortcut for all the users. Anyone know if or how can this be done?
CreateDirectory "$SMPROGRAMS\MyApp"
CreateShortCut "$SMPROGRAMS\MyApp\MyApp.lnk" "$INSTDIR\MyApp.exe"
CreateShortCut "$SMPROGRAMS\MyApp\Website.lnk" "http://www.MyApp.com"
CreateShortCut "$SMPROGRAMS\MyApp\Uninstall.lnk" "$INSTDIR\uninstall.exe"