Here's an article on how to fix the file associations for .LNK files (just scroll the list to the .LNK entry and double-click on it) - then follow the rest of the directions: http://www.mydigitallife.info/2008/06/22/reset-and-fix-broken-windows-vista-file-ext-and-type-associations-include-exe-com-sys-zip-lnk-folder-drive/. This should take care of your problem.
I hope this helps.
Good luck!
Lorien - One - MCSE/MCSA/Network+/A+