First, create a shortcut on your desktop (Right Click > New > Shortcut)
In the "Create Shortcut" window that appears, enter this:
C:\games\NWN\nwmain.exe +connect shinakumiko.homeftp.net:5121
(Replace C:\games\NWN\ by your own nwn main directory adress)
In the next window, name it as you want.
Then click OK. Your shortcut is created.
To join the server, just double click on it.