Check this out.
Make a directory structure like this:
Fill the .bat file with something creative… (Non destructive)
Now, make a shortcut from anywhere to Dir/AnotherDir – lemme guess, it tries to name the shortcut after the bat file? Odd! Rename it in the prompt then.
Save your shortcut and try to use it. Lemme guess, executed the bat file?
See below if you’re too lazy to try ;)