Windows 7 has a built in task schedule to clean up broken and unused links.

To prevent the task from running you need to disable the task in the task schedular: start-programs–accessories–system tools–task scheduleer.

In the left pane， click Task Scheduler Library–Microsoft–Windows–Diagnosis.
In the right hand pane, right click the task named Scheduled and click Disable.

http://answers.microsoft.com/en-us/windows/forum/windows_7-desktop/desktop-shortcuts-to-items-on-network-drives/94eddb27-342b-40fc-9ad4-677ff4ee8ebe?auth=1