To begin with, you need to find the GUID for you power schemes. Open a command prompt (in Vista, just type cmd in the Start menu's search box) and type this:
Now copy the GUID you want. To do that, right click in the window and choose Mark, then select the alphanumeric series and press Ctrl+C.
Next, make a shortcut. Right click on the desktop and choose New, Shortcut. Type this:
Powercfg -setactive GUID
...where GUID is the value you copied out of the command window.
And you're done. If you want to make the shortcut prettier, you can customize the icon. Check out the How-To Geek tutorial for more details on how to do that. And don't forget that one way to dramatically extend the runtime of a Vista laptop is to disable the Aero effects with Aerofoil. I use it daily and it is nothing short of miraculous.