Have you tried to add the path of wish or tclsh before the path of the Tcl script?
If your script is at c:/src/myscript.tcl,
and wish is at c:/bin/wish.exe,
try to put:
c:/bin/wish.exe c:/src/myscript.tcl
in the desktop link.
To do that you need to right-click on the link and choose Properties.
HTH
ulis