WinXP Pro Start Menu Keeps Deleting Shortcuts - But Not Folders

WinXP Pro SP2 - I have recently developed a problem with Start
Menu/Programs. I have lost the couple of shortcuts that used to sit
at the bottom of the list of folders (IE, Remote Assistance, Windows
Media Player )- and was left with an un-named
icon that represents "My Computer". If I add a shortcut (say Windows
Media Player) to Start Menu/Programs (in any of the user profiles
including Administrator), it stays only until I restart or log off/log
on. If I delete that un-named icon the same thing happens - it
returns after log off/log on or restart. I can, however, add folders
to Start Menu/Programs - and they stay put.

I reset the rights using "secedit /configure /cfg
%windir%\repair\secsetup.inf /db secsetup.sdb /verbose", but this did
not correct the problem.

Has anyone seen this before? Does anyone have any answers?

Thanks in advance for any help.

Scott