You must use Safari Mobile in order to add a shortcut in your home screen.
Big thanks to « dancerdudes » from iFans forum !
One of his great forum post explaines how to launch an iOS application using a custom scheme URL.
Another special thank to Dom Esposito from CydiaHacks.com for his help to beta test iCustom, link to it on RAG3HACK, and make the first english blog post about iCustom !
I advise you to go to RAG3HACK to have many cool links to jailbreak-free tricks to make more customization on your iOS devices :