delete the shortcuts - it's likely that they were generated by a virus.

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Noel Paton (MS-MVP 2002-2004, Win9x)
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http://www.btinternet.com/~winnoel/millsrpch.htm
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> Recently when logging onto the computer I started
> receiving pop-up errors saying "The shortcut xxxxxxxx.lnk
[quoted text clipped - 5 lines]
> I even tried the 'Restore' angle but that didn't help
> either - I still get them. What should I do?