I found the Wiki page that tells how to create windows shortcut to specific IP/User/Pass:

http://wiki.mikrotik.com/wiki/Start_The ... h_Shortcut

Is there a way to specify a secure connection in that command line?

Mikrotik.. any response to this?

If you just want a secure connection and don't care how setup an IP Sec connection only between the two machines with the IP Sec snap-in.
Both machines have to be windows...

start, run, mmc. file, add, add, ip sec policies on local. ok, ok.
Create a policy between the two computers with a pass-phrase, edit the policy to include only the two addresses, attach the policy.
Repeat on server computer.