Lian where are you creating your shortcuts from, the start menu or the installation directory? If your dragging from the start menu and it is not working for you then try making a shortcut from the exe file in your programs.
Alternatively you can right click on the icon you placed on your dock and select settings\edit this shortcut. Your link field should look like this C:\Program Files (x86)\OpenOffice.org 3\program\swriter.exe and your start in field should look like this C:\Program Files (x86)\OpenOffice.org3\Basis\program\
If you are using 32bit then just delete the (x86)