Wpf shortcut - sqlite creates db in desktop

I'm developing a WPF application with MvvmCross. After I finished the application I created an installer for it using InstallShield. Everything installed correctly and at the first time i opened it (from the installer - Launch Program) it worked without any problem. But after closing it and opening it from the Desktop shortcut, it created my database (.sql) in the desktop instead of using the already existing one in the installation folder. Anyone knows why this is happening and how to solve this?

My Database creation code:

public DatabaseService(ISQLiteConnectionFactory factory, IMvxMessenger messenger)
    {
        _connection = factory.Create("mydatabase.sql");
        //Tables creations
        _messenger = messenger;
    }

Thanks.