Hi Dawoodzai,
1. When was the last time it was working fine?
2. Does this happen with newly created files or shortcuts or all the files and shortcuts are deleted?
Method 1
There is a possibility that computer might be infected by virus or malware infections.
I would suggest that you run a virus scan on the computer to remove the infection and check if the issue is fixed.
The below scan only works on 32 bit version of Windows
http://onecare.live.com/site/en-us/default.htm
You may use Microsoft security essentials to scan your computer.
http://www.microsoft.com/security\_essentials/
Method 2
This can also happen if the user account gets corrupted.
I would suggest that you create a new user account and later create a file or install any program to check if the issue persists.
To create a user account
1. To open User Accounts, click the Start button, click Control Panel, click User Accounts and Family Safety, and then click User Accounts.
2. Click Manage another account. If you're prompted for an administrator password or confirmation, type the password or provide confirmation.
3. Click Create a new account.
4. Type the name you want to give the user account, click an account type, and then click Create Account.
Hope this helps!
Halima S - Microsoft Support.
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