Asuming that you have OFP Resistance v1.96 installed (this are the minimum requirements for FFUR I think), the most possible mistake you probably can make is, that you've added the exstension inside the target adress, not behind, or that you've forgot to add spaces between the new added words.
Since you're not to precise, where you have problems (from the start, or just in shortcut's properties), I'll give you the whole procedure:
Right click with your mouse on desktop, and go on New, then click Shortcut, then browse it, until you came to the FLASPOINTRESISTANCE.EXE icon, and make a shortcut.
Then right click on new maded shortcut, and open Properties. In target adreess add following: -nosplash -nomap -mod=ffur1985. Now your Target adress should look something like this:
"C:\Program Files\Codemasters\Operation Flashpoint\FLASHPOINTRESISTANCE.EXE" -nosplash -nomap -mod=ffur1985
Apply the changes.
Hope this will help.