Download the app from Android Market 
https://market.android.com/details?id=com.izambasiron.free.linktofile#?t=W251bGwsMSwxLDIxMiwiY29tLml6YW1iYXNpcm9uLmZyZWUubGlua3RvZmlsZSJd

My first app on the Android Market. This app enables you to create shortcuts to your files on Home screen. You can create shorcuts to movies, images, documents, pdfs or whatever file the android system recognizes. Easy to use interface to add & remove shortcut.

This app is ad-supported. File Icons are from Tiheum (http://tiheum.deviantart.com/).