You might be able to use taskkill to close the window...no, that'd probably closes explorer--we don't want that..

If you have any experience with vbscript, you could make one that closes the window. Actually, its a simple process so I'll just save you some time.

Just call the attached file after the program's setup is finished and it'll close the active window (which *should* be the windows with the app shortcuts). If for some reason the program's installer doesn't close until you close the shortcut window, then you'll need to increase the WScript.sleep time to a bit over how long it takes the program to install and then run the script first, then the installer. An example of this would be something like this:
CODE
start path-to-setup-file\setup.exe
start /wait path-to-vbscript\close.vbs