Start Menu - Properties - Target Does not work???

If I right click on a shortcut iin the start menu, then click "properties"
then click "target", nothing happens. The button changes color, but it does
not find the target. Also, if I right click on an item in the start menu,
then click "open" or "explore", or the same with "all users", nothing
happens. Any help would bew appreciated.

Thanks!!!