Hot keys fail to start applications.
In Windows 95, you cannot use hot keys to run applications located on the desktop. You can use hot keys to run only those applications located in the Applications folder. To start an application that is located on the desktop, double-click its icon. You cannot create a shortcut. If you try to add an application to the Start menu by dragging the application's icon to the Start button, you may receive a message that says that you cannot create a shortcut.