Sometimes the desktop shortcut icon of Trade Interceptor does not appear on your desktop screen. This is how to solve the issue:

Windows XP & Windows7: Control Panel> Java> General> Temporary Internet files> View> right-click on TI 5.0 and right-click on TI 5.0 and select "Install shortcut"
Windows Vista: Control Panel >  Additional Options > View 32-bit Control Panel items > Java> General> Temporary Internet files> View> right-click on TI 5.0 and select "Install shortcut"
On Mac: Spotlight search > Java Preferences> Networks > View Cache Files...> right-click on TI 5.0 and select "Install shortcut"