I frequently create shortcuts on my Windows desktop to things like network shares, removable drives, and so on. Unfortunately, by default Windows 7 automatically runs a system maintenance troubleshooter periodically that scans your desktop for broken shortcuts and deletes them without telling you it did so. That can be frustrating!
There are two ways you can deal with this issue. First, you can disable the system maintenance task entirely by opening Control Panel and clicking Find and fix problems under System and Security, clicking Change settings on the left, and setting Computer Maintenance to Off. This approach however will disable all automatic system maintenance tasks.
The second way is to put all your desktop shortcuts in a folder on your desktop. This works fine but has the disadvantage of requiring an extra click to get to your shortcuts when you need to access them.