well this is just an example how to getting an shortcut
make an shortcut, target your jk2mp.exe where ever it lays......
this is an example
"D:\spel\jedi Knight2\gamedata\jk2mp.exe" +set dedicated 2 +exec server.cfg
and the server.cfg has to be in your \jedi Knight2\gamedata\base
otherwise it won't find the cfg you specified
and the SETA command is for cfgs
if its ingame you type SET not SETA
Let me know if there is anything on your heart!