To do so, I recommend the following free software. It supports almost all windows operating systems like xp, vista and windows 7 and also comes with many languages apart from english.
Desk Drive™ solves a really annoying problem. You pop a USB thumb drive or DVD into your computer and then you have to open Window’s Explorer and find the mapped drive or folder. Desk Drive adds a desktop icon pointing to the drive automatically. Remove the media and the shortcut goes away. Brilliantly simple and effective.