Do you like to keep a few shortcuts on your desk top? Those things that you need often or might need quickly, or those in obscure places that are hard to remember. I do. I don’t like a cluttered desktop but there are some things that are easier there. I have links to stuff on networked drives (that maybe require a mount or VPN before they are visible), links to utility programs like KeePass and PuTTY and some scripts that do routine things.
Microsoft in its wisdom (Windows 7) has decided to clean these up for us on a regular basis and if they are broken or not recently used then “tidy them up” for us—i.e. delete them. It wouldn’t be so bad but there are bugs in it, so it often deletes stuff that is frequently used and are not broken by any definition. This is not directly configurable, you have to turn off the whole of the maintenance daemon but it is not a great loss. Open the Control Panel and go to Troubleshooting (or System and Security—Find and Fix Problems on some systems). Now select the Change Settings in the left margin and switch it off. Done.
You can run it manually occasionally for the other benefits—same panel at the bottom is Run Maintenance Tasks. On the panel that pops up first click Advanced at the bottom and un-select Apply Repairs Automatically. The other things it does is check logs that may be wasting disk space, that the system time is set correctly and looks for disk errors. The last is the only really useful one.
Addendum: I notice that it also affects entries in Programs\Startup as well!