C#

[ComImport, Guid("00021401-0000-0000-C000-000000000046")] 
class ShellLink
{ 
}

[Guid("000214ee-0000-0000-c000-000000000046"), 
InterfaceType(ComInterfaceType.InterfaceIsDual)] 
interface IShellLinkA // Cannot list any base interfaces here 
{ 
  // Note that IUnknown Interface members are NOT listed here:

  void SetPath(string path);
  void SetDescription(string path);
  void Save(string where);

  ...
}

// and that's used with code like this :

ShellLink c = new ShellLink();
IShellLinkA i = (IShellLinkA) c;
i.SetPath("ert");
...

[ComImport, Guid("00021401-0000-0000-C000-000000000046")] 
class SH
{ 
}

[Guid("000214ee-0000-0000-c000-000000000046"),
 InterfaceType(ComInterfaceType.InterfaceIsIUnknown)] 
interface IShellLinkA // Cannot list any base interfaces here 
{ 
  // Note that IUnknown Interface members are NOT listed here:
  void GetPath(string pszFile,
               int cchMaxPath,
               IntPtr pfd,
               int fFlags);

  void GetIDList(IntPtr ppidl);

  void SetIDList(IntPtr pidl);

  void GetDescription(string pszName,
                      int cchMaxName);

  void SetDescription(string pszName);

  void GetWorkingDirectory(string pszDir,
                           int cchMaxPath);

  void SetWorkingDirectory(string pszDir);

  void GetArguments(string pszArgs, int cchMaxPath);

  void SetArguments(string pszArgs);

  IntPtr GetHotkey();

  void SetHotkey(int wHotkey);

  void Resolve(IntPtr hwnd,
               int fFlags);

  void SetPath(string pszFile);
}

//
SH c = new SH();
IShellLinkA i = (IShellLinkA) c;
...
UCOMIPersistFile p = (UCOMIPersistFile) i;
p.Save(@"c:\mylink.lnk",false);