If you're on GNOME or some other DE that supports Desktop Actions, you can replace all of the Duke Nukem .desktop files installed in ~/.local/share/applications (Duke Nukem installs like 5) with the one that follows. NOTE: You need to replace each instance of $GOG_DIR with the full path of your "GOG Games" directory. The result is if you click on the shortcut, it will launch the game. If you right click on it, you can select the other options (like starting the editor).

[Desktop Entry]
Encoding=UTF-8
Value=1.0
Type=Application
Name=Duke Nukem 3D Atomic Edition
GenericName=Duke Nukem 3D Atomic Edition
Comment=Duke Nukem 3D Atomic Edition
Icon=$GOG_DIR/Duke Nukem 3D Atomic Edition/support/icon.png
Exec="$GOG_DIR/Duke Nukem 3D Atomic Edition/start.sh" ""
Categories=Game;
Path=$GOG_DIR/Duke Nukem 3D Atomic Edition
Actions=Server;Client;Settings;Editor;

[Desktop Action Server]
Name=Start server
Exec="$GOG_DIR/Duke Nukem 3D Atomic Edition/start.sh" "--server"

[Desktop Action Client]
Name=Start client
Exec="$GOG_DIR/Duke Nukem 3D Atomic Edition/start.sh" "--client"

[Desktop Action Settings]
Name=Change Settings
Exec="$GOG_DIR/Duke Nukem 3D Atomic Edition/start.sh" "--settings"

[Desktop Action Editor]
Name=Start editor
Exec="$GOG_DIR/Duke Nukem 3D Atomic Edition/start.sh" "--editor"

Or just get Windows.

With the way Windows is heading (using 10 as a yardstick), I may jump the Win ship myself and board the USS Linux. I will, however, cling to 7 as long as it is a viable option. Thanks for the info Bellum.

I agree on how terrible 10 is. I really do. But as long as Windows 7 and hell, even 8.1 still works I'll stick with Microsoft.

I couldn't even deal with 8/8.1 due to the touchscreen tabletesque interface. I hated it. Well, with one exception. I have a Windows phone running 8.1 and I think it makes a fine phone OS. But as desktop OS? Fail.

Does Win 7+ support multiple actions on a single shortcut?

Hehe..

Do you mean a single keyboard shortcut or a single executable shortcut?

Think he meant the latter. Makes more sense to me at least.

Yeah that's what I was thinking too but just wanted some clarification.

Windows doesn't support this feature, as far as I'm aware. You'd be stuck with the multiple icons. Is there even a simple way to register custom application shortcuts in the start menu on Windows? I wasn't able to find anything when I looked recently.

Anyway, I find Gnome 3 to be pretty consistently better than Windows 10.

Anything is better than Windows 10.

I would like to switch away from Windows, but I've not found a stable [enough]/usable linux distro. The last one I tried was mint 17, and within 30 minutes, I had a desktop with an offset cursor that was inches away from where clicks were being registered. Yes; often way too many in fact. If I right-click on Blender, I see 20 options, and 5 of those are sub-menus one with up to 15 of its own options ~and some of those are menus with 5 or more additional options.