A method of creating an ADT as AutoCAD desktop icon can be found here:
http://modocrmadt.blogspot.com/2006/10/creating-adt-as-autocad-shortcut.html
Or you can look at one of these Knowledge Base articles:
2007: http://usa.autodesk.com/getdoc/id=TS1060632
2006: http://usa.autodesk.com/getdoc/id=TS1054762
3 & 3.3: http://usa.autodesk.com/getdoc/id=TS67732
2 & 2i: http://usa.autodesk.com/getdoc/id=TS59839
Prior to ADT 2006, getting the ADT ARX modules not to load should an ADT command be invoked involves disabling the automatic loading of ARX modules, which can affect AutoCAD commands, too. The Layer Manager and other actions also may cause the ADT modules to load, see http://usa.autodesk.com/getdoc/id=TS84660
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David Koch
Autodesk Discussion Group Facilitator
Using ADT 2004 at work; access to 2005, 2006 & 2007 at home