You have two options you could visit.
- Find out if the MSI supports the ALLUSERS property, which would do just that: place shortcuts into all users' desktop. Probably the safest and fastest way to implement your deployment.
- Modify Aaron Margosis' MakeMeAdmin script, which temporarily adds a user to the "Administrators" group, and removes them as soon as the program launches. This requires two password entries, though: one by the Administrator and one by the user you just elevated to a local admin.
Hope that helps.