How can have a shortcut to a compiled mono program (.exe). The execution command in command line is "mono MYPROGRAM.exe"
Just create a launcher in your desktop..
Right click in your desktop-->Click Create Launcher
It will bring a window.In the name field you can write wat ever name you want..In the command field type "mono /path/to/the/MYPROGRAM.exe" without quotes thats it.
Now you can click this shortcut to launch your program.