I can't believe I didn't notice this topic! Anyway, I have edited the above method to work with Linux (tested on Ubuntu Linux 7.10, other distributions may need a slightly different method)
1) Right click on desktop (or wherever you want the shortcut)
2) Click "Create Launcher"
3) When the create launcher window appears, type in these values;
4) Click OK.
You will need to enter your username and password the first time you use it, but you can make it save them. It seems to be quite slow on my laptop, but that could just be because I am using a fairly old laptop with a 512kb/s connection.