[reposted here from http://askubuntu.com/questions/330587/lubuntu-desktop-shortcut-works-on-the-desktop-but-doesnt-from-the-menu looks like a bug]
I've created a simple shortcut.desktop in my Lubuntu 13.04 /usr/share/applications:
The pointed sh contains just echo "it works".
If I double-click the .desktop it directly, the script runs and everything works as expected.
But if I click the menu entry from the desktop, I just get a "stuck", non-inputable Terminal.
Note: to workaround this bug https://bugs.launchpad.net/ubuntu/+source/pcmanfm/+bug/975152/comments/14 I've just "lxterminal" under PCManFM -> Prefernces -> Advanced, otherwise I can't run .sh at all.
Edit I also tried these variant, but I always get the same result: