Create a desktop alias for an SMB mount on Mac OS X

So to create an alias to an SMB share on your Mac desktop:

First use Finder -> Go -> Connect to Server…

Enter a location such as: smb://server/share

Then use Finder -> Preferences… -> Show: Connected servers

The SMB mount should now be visible on the desktop. Right-click the share on the desktop and choose ‘Make Alias’. Then take connected servers out of your Finder preferences and rename the desktop alias probably as the name of the share.