You probably have a shortcut on you're desktop.
Use the Right Mouse Button (RMB) while hovering this shortcut and select Properties from the menu that appears
A window with properties of the shortcut is now showing.
The first edit control is called Target and shows something like "c:\program files\Stardock games\demigod\bin\demigod.exe"
after this text you need to add: /serverproxyonly
in this example it becomes:
"c:\program files\Stardock games\demigod\bin\demigod.exe" /serverproxyonly
Use the OK button to change the shortcut
Edit: LOL, use the description you like most 