In fact, set up a shortcut for Machinarium on Linux is just a little bit more complex than that. See the topic "
Create a launcher on Linux".
In your case, the command that should works in the launcher is :
bash -c "cd //root/Programs/Machinarium/ && ./Machinarium"
You will have to move your savegame (see "
Create a launcher on Linux" or "I lost my saved games after using a launcher" in the
Linux FAQ).
By the way,
//root/Programs is a strange path, probably a Xandros-only thing.