Just sharing what I think is a very neat thing. I'm trying to do what Slickrun can do in Windows, in linux.
Many ways to do this, I'm just sharing how I do mine:

what I'm trying to achieve
For instance, I want to be able to do alt+f2 (launcher) > 'dir.download',
and konqueror opens my download directory.

Here's how I did it (*if* you are interested). DO ALL THIS FROM YOUR HOME DIR:

[B]step1[B] is to have the .xinitrc file, skip this step if you already have it. else:
Code:
$ cp .xinitrc.template .xinitrc
step2 is to create directory to host all your shortcut executables
of course, you can call this directory anything you want, anywhere you want it to be within ur home dir.
Code:
$ mkdir shortcuts
step3 include this directory in PATH for windows manager
Open the file $HOME/.xinitrc and prior to the line:
Code:
exec $WINDOWMANAGER
add this line
Code:
export $HOME/shortcuts:$PATH
step4 restart your windows manager
(logout, login)

Now, to make a new shortcut. You simply create a new file in $HOME/shortcuts, call it dir.download

Code:
konqueror $HOME/download
and don't forget to chmod 700 $HOME/shortcuts/dir.download of course

and alt+f2 > 'dir.download' will find your shortcut exec file. With this you can define your own conventions for shortcuts, like

dir.mp3, to where all my mp3s are
dir.anime, to where all my anime are (which actually is a mounted network folder)
dir.porn, to where all my porns are
dir.download, etc

you can have your executable files to run backup jobs, cleanup jobs, and what-have-you.

plus thanks to auto completion in klauncher, porns are just one alt+f2 > 'dir.p' away it's a bit obvious if ppl happen to find my $HOME/shortcuts/dir.porn file tho...

hope u find it useful