Create a .url internet shortcut file for a SharePoint 2010 document on a search result page while drag and drop that .url file to another Windows application

I have a requirement to create the .url internet shortcut file OR .lnk shortcut file for a SharePoint 2010 document link which is displayed on the search result page when the user drag's that link and drop that .url file to another windows application. The windows application supports OLE DragDrop events from the IDataObject interface.

I need help to implement this functionality.

Thanks

Ramasubbu