Software

So, if your installed virus checker (assuming you've got one) hasn't found anything, I suggest you try an online anti-virus scan like this one:

http://housecall.trendmicro.com/

Running an anti-virus scan from outside an infected machine can sometimes be more productive.

That's a lower case L. LNK is the extension for link files (shortcuts).

Run that virus scan, and/or
http://www.malwarebytes.org/mbam.php
in Safe Mode.

You can also try to get a directory listing of the Desktop from the command prompt as well, if this isn't virus-related, to see what the full filenames are.

There are other tricks and possibilities, so let us know how it goes.

System Restore to run the AV/Mal scans see if you can Restore to an earlier time before this happened.

1. Click Start.
2. Point to All Programs.
3. Point to Accessories.
4. Point to System Tools.
5. Click System Restore.
6. Follow the instructions on the wizard to restore to an earlier point.

hold down windows key and press R

type regedit

right click HKEY_CLASSES_ROOT and click add - key

type .lnk and press ok (leave class blank)

in add value box, leave blank

click REG_SZ in data type list

In string editor box type lnkfile and press ok

Select the .lnk key you just re-created under the HKEY_CLASSES_ROOT subkey.

On the Edit menu, click Add Key and then type ShellNew
leave the Class box blank

Click Add Value on the Edit menu, type command in the Data Name box
click REG_SZ in the Data name box and then type

RunDLL32 AppWiz.Cpl,NewLinkHere %1

as the string value.
Quit Registry Editor

restart the computer