I just ran across an issue where someone's shortcuts on their desktop would disappear when they started the computer after shutting it down for the weekend. Apparently, when the System Maintenance troubleshooter runs it removes dead icons from the desktop if there are more than 4 of them. System Maintenance troubleshooter runs automatically on a weekly basis (see http://support.microsoft.com/kb/978980). In this case, there were at least 10 shortcuts pointed to programs located on a server that's showing signs of network connectivity problems. The computer's connection to the server must have been interrupted when System Maintenance troubleshooter ran, causing it to detect the dead shortcuts.