.lnk help

Hello my programs have recently all changed to LNK file types and I am unable to open them anymore. Each time I try it asks me if I want it to find a program to open it online or from a list. I believe I chose for internet explorer to open them and the icons now all contain the explorer symbol. When I try opening the programs it opens the explorer and then a security warning asks if I want to open or save the file. I open and the same thing occurs. When I tried fixes, I cannot open the files or links as the same thing happens. Any help would be appreciated. thank you

 

Firstly,Welcome to MJ!!!!

Now,what protection software do you have(adware)?
http://forums.majorgeeks.com/archive/index.php/index.php?t-108593.html