Well,
now I'm confused. Where do you put the .scr file that you download?
With the .zip file that I've just downloaded. (In a MA3 download-folder/sub-folder 11e.)
And in particular, why do you have to create a desktop icon when you already have one?
At that point, I don't have a desktop icon for 11e. - Hence, I right-click/drag the 11e .scr to the desktop, and 'Create Shortcut Here'.