Its not possible.
hmm.. in that case, perhaps a read only share and reference the shortcut with \\computer\share\videoname in the shortcut. might hit the tcp/ip stack a little more but for a kid and an extender, I can see the performance hit worth it.
Is there a command line to create a shortcut? possibly a simple bat file that runs before the kids are awake, and when mom's soap operas come on would make it self maintaining.
Nope, doesn't work. the shortcut is left alone and the video file is deleted. I didn't try the share idea.
Any developers up for the task to poll mce every second and causing a back button keycode to get back into the last screen the kid was in before the video strarted before they can hit delete? I know its possible, this is how most good video playlist works and mtv/vh1/etc use it.