I'm with Oliver on this one ...
Applications that unilaterally add an icon to my Desktop drive me nuts.  It's my desktop, damn it, I only what stuff on there that I determine are useful enough to be handy.  
Agree in principle, but also applications that offer one the option of adding an icon are welcome.   And a bit saddened that you wouldn't determine ooRexx as useful... :-)
The installer could certainly put an icon on the desktop, but I fail to see why that is any better than the current entries in the Open Object Rexx Start Menu Group.  Your friend would still need to bother himself to double click on it.

Umm .. this is likely to be way down in a list of everything the user has ever installed.  There's no easy way to get to it (in Windows) other than Start then All Programs and keep scrolling down until you find a highlighted thing that has the right name/brand mark.  Since this does not work well for most applications, people (OK, me, for a start) rarely use that start menu list unless truely lost.   That list, for me, has 120-140 items and many of those have sub-menus.
I'm happy with an icon on the desktop .. I can easily delete it, or (more usually) move it to a folder on my desktop where I'll be able to find it easily again.