How can I create a desktop shortcut that will automatically connect to a game server on launch? I have got this as a start up command "steam://rungameid/240 -connect 126.96.36.199:27015", but it doesn't connect just start the game... Is it possible? Thanks!
You appear to be mixing command line options with Steam Browser protocol URLs.
The correct syntax for a Steam browser protocol link that auto-connects is:
You'll note there's no game, as Steam is (usually) smart enough to determine what game to launch based on what game the server is running.
Alternatively, you could use a shortcut to the game's executable with the appropriate command line options, or set the command line options from the Steam Library properties for the game. In this case, you'd want to use:
as part of the arguments to the game.