Here is the solution for the ones who receive the following error when they click to the shortcut TCPMP:
"Die Datei "player" kann nich geöffnet werden... ....." or potentially in English: "the data file "player" can not be opened.....blah blah"
Open a data explorer and go to your "Device" [in German "Mein Geraet"] > then "Program (or program files)" [in German "Programme"] > then TCPMP
Yeaaaha! There is the "player" executable file. Once you open it, you'll see that this is the actual program that should be running. Then from the settings of the player, you can find the Skin option. Then select the skin which is under the default folder I believe. Be innovative and find yourselfs mates.
I still couldn't sort out how I can change the-non-working-main-screen-shortcut with the working shortcut though! So if I want to add a quick link to the main screen for TCPMP, even that doesn't work.