Including an alias on a cd image

I'm trying to create a cd of my software that includes an alias pointing to the actual program (I'm doing this because the user could easily get confused as to which file to click on, as there are numerous files with somewhat incomprehensible names in the same folder), but once the cd image leaves my computer (i.e., I burn a cd and use it on another computer) the alias loses the path to the original file and doesn't work.

Is there a way to create an alias or something similar on the cd that would point to the actual program? I've heard rumors that there's a way using the Terminal to do so, but haven't been able to find anything more on that.

Thanks...