How to notify user during Group Policy Object execution

I have a program that is setup to run on a Terminal Server and as part of the Logon Group Policy, it runs a VB script that will create a subfolder on the local TS computer and then copy a file into that directory.  When the user logs in there is already an icon on the user's TS desktop.  

The problem I am having is that sometimes the user tries to double click on the desktop icon before the file copy is complete and they get an error that 'could not use file c:\xxxxxxx ; the file is already in use or not available'.  I'm wondering if there is a way to add some code to the VB script that would somehow give the user notification that 'program X is still initializing - please be patient' and then have the message go away once the file copy is complete.  Or not have the icon on the desktop at all and have it created on the fly as part of the script once the copy is complete.  Here is the code the VB script uses to make the file copy:

set myfile = filesys.GetFile(strpath & "\STX.MDE")
myfile.Copy(struserpath & "\STX.MDE")

Any assistance or suggestions would be greatly appreciated.
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What about creating the shortcut via the script?

Create a desktop shortcut

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Look here:

Basically "This entry stores the setting of the Run logon scripts synchronously Group Policy"

So go into your GP settings and make sure that "Run Login Scripts synchronously" is set to 1.  This will make sure the login script finishes BEFORE they get a desktop.

(word of caution: if you are setting this across the domain it can take some time before users see the desktop if the scripts take some time to finish)
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Windows Server 2003

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