Windows XP will automatically clean any shortcuts on Desktop that haven’t been used. To disable this :
1. Right-click in the empty space on your desktop.
2. Select Properties.
3. A window opens.Click the Desktop tab.
4. Click the Customize Desktop button located in the lower-left corner.
5. Remove the checkmark from the Run Desktop Cleanup Wizard Every
60 Days box.
6. Click the OK button.