Caramba, acabei encontrando aqui no suporte da microsoft mesmo, nada como os próprios donos pra resolverem o problema.
1) Criar um arquivo de registro para poder integrar ao REGISTRO do windows.
2) Sintaxe do arquivo .reg será como abaixo:
Windows Registry Editor Version 5.00
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\CLSID\{00021401-0000-0000-C000-000000000046}]
@="Shortcut"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\CLSID\{00021401-0000-0000-C000-000000000046}\InProcServer32]
@="shell32.dll"
"ThreadingModel"="Apartment"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\CLSID\{00021401-0000-0000-C000-000000000046}\ProgID]
@="lnkfile"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\CLSID\{00021401-0000-0000-C000-000000000046}\shellex]
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\CLSID\{00021401-0000-0000-C000-000000000046}\shellex\MayChangeDefaultMenu]
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Shell Extensions\Approved]
"{500202A0-731E-11D0-B829-00C04FD706EC}"="LNK file thumbnail interface delegator"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Shell.ThumbnailExtract.Lnk.1]
@="LNK file thumbnail interface delegator"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Shell.ThumbnailExtract.Lnk.1\CLSID]
@="{500202A0-731E-11D0-B829-00C04FD706EC}"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\CLSID\{500202A0-731E-11D0-B829-00C04FD706EC}]
@="LNK file thumbnail interface delegator"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\CLSID\{500202A0-731E-11D0-B829-00C04FD706EC}\InprocServer32]
@="C:\\WINNT\\System32\\thumbvw.dll"
"ThreadingModel"="Apartment"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\CLSID\{500202A0-731E-11D0-B829-00C04FD706EC}\ProgID]
@="Shell.ThumbnailExtract.Lnk.1"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\CLSID\{500202A0-731E-11D0-B829-00C04FD706EC}\VersionIndependentProgID]
@="Shell.ThumbnailExtract.Lnk.1"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\lnkfile]
@="Shortcut"
"EditFlags"=hex:01,00,00,00
"IsShortcut"=""
"NeverShowExt"=""
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\lnkfile\CLSID]
@="{00021401-0000-0000-C000-000000000046}"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\lnkfile\shellex]
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\lnkfile\shellex\ContextMenuHandlers]
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\lnkfile\shellex\ContextMenuHandlers\{00021401-0000-0000-C000-000000000046}]
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\lnkfile\shellex\DropHandler]
@="{00021401-0000-0000-C000-000000000046}"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\lnkfile\shellex\IconHandler]
@="{00021401-0000-0000-C000-000000000046}"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\.lnk]
@="lnkfile"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\.lnk\ShellEx]
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\.lnk\ShellEx\{BB2E617C-0920-11d1-9A0B-00C04FC2D6C1}]
@="{500202A0-731E-11d0-B829-00C04FD706EC}"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\.lnk\ShellNew]
"Command"="RunDLL32 AppWiz.Cpl,NewLinkHere %1"
[HKEY_CLASSES_ROOT\Shell.ThumbnailExtract.Lnk.1]
@="LNK file thumbnail interface delegator"
[HKEY_CLASSES_ROOT\Shell.ThumbnailExtract.Lnk.1\CLSID]
@="{500202A0-731E-11D0-B829-00C04FD706EC}"
[HKEY_CLASSES_ROOT\lnkfile]
@="Shortcut"
"EditFlags"=hex:01,00,00,00
"IsShortcut"=""
"NeverShowExt"=""
[HKEY_CLASSES_ROOT\lnkfile\CLSID]
@="{00021401-0000-0000-C000-000000000046}"
[HKEY_CLASSES_ROOT\lnkfile\shellex]
[HKEY_CLASSES_ROOT\lnkfile\shellex\ContextMenuHandlers]
[HKEY_CLASSES_ROOT\lnkfile\shellex\ContextMenuHandlers\{00021401-0000-0000-C000-000000000046}]
[HKEY_CLASSES_ROOT\lnkfile\shellex\DropHandler]
@="{00021401-0000-0000-C000-000000000046}"
[HKEY_CLASSES_ROOT\lnkfile\shellex\IconHandler]
@="{00021401-0000-0000-C000-000000000046}"
[HKEY_CLASSES_ROOT\CLSID\{00021401-0000-0000-C000-000000000046}]
@="Shortcut"
[HKEY_CLASSES_ROOT\CLSID\{00021401-0000-0000-C000-000000000046}\InProcServer32]
@="shell32.dll"
"ThreadingModel"="Apartment"
[HKEY_CLASSES_ROOT\CLSID\{00021401-0000-0000-C000-000000000046}\ProgID]
@="lnkfile"
[HKEY_CLASSES_ROOT\CLSID\{00021401-0000-0000-C000-000000000046}\shellex]
[HKEY_CLASSES_ROOT\CLSID\{00021401-0000-0000-C000-000000000046}\shellex\MayChangeDefaultMenu]
[HKEY_CLASSES_ROOT\.lnk]
@="lnkfile"
[HKEY_CLASSES_ROOT\.lnk\ShellEx]
[HKEY_CLASSES_ROOT\.lnk\ShellEx\{BB2E617C-0920-11d1-9A0B-00C04FC2D6C1}]
@="{500202A0-731E-11d0-B829-00C04FD706EC}"
[HKEY_CLASSES_ROOT\.lnk\ShellNew]
"Command"="RunDLL32 AppWiz.Cpl,NewLinkHere %1"
[HKEY_CLASSES_ROOT\CLSID\{500202A0-731E-11D0-B829-00C04FD706EC}]
@="LNK file thumbnail interface delegator"
[HKEY_CLASSES_ROOT\CLSID\{500202A0-731E-11D0-B829-00C04FD706EC}\InprocServer32]
@="C:\\WINNT\\System32\\thumbvw.dll"
"ThreadingModel"="Apartment"
[HKEY_CLASSES_ROOT\CLSID\{500202A0-731E-11D0-B829-00C04FD706EC}\ProgID]
@="Shell.ThumbnailExtract.Lnk.1"
[HKEY_CLASSES_ROOT\CLSID\{500202A0-731E-11D0-B829-00C04FD706EC}\VersionIndependentProgID]
@="Shell.ThumbnailExtract.Lnk.1"