Recently over the past few weeks, while running full scans, Avast 5.0.594 has been identifying desktop shortcut .lnk files as threats and removing the shortcuts. This is occurring on my Win XP machines. At first it was only targeting a desktop shortcut to Display from the control panel. Now, after running the most current update (100818-0) it’s removing the Display shortcut AND the Control Panel shortcut.
Exploits for .LNK vulnerability are growing fast (UPDATED 3 August)
http://norman.com/security_center/security_center_archive/2010/85077/en
The MS updates on tuesday blocked that hole - so ensure you are updated