Right click the desktop and create an empty file (or use gedit) named easytether.desktop. Paste this into this file:
[Desktop Entry]
Name=Easytether
Exec=easytether connect
Terminal=true
Type=Application
and save! You will then need to make the file executable, by editing the properties of the file, or running: chmod +x easytether.desktop.
The Name=Easytether line specifies the name of the shortcut that will appear to the user.
The Exec=easytether connect line specifies the command to be run, in this case, easytether connect.
The Terminal=true line specifies that the command should be run in GNOME Terminal, so that the user can inspect its output.