Shortcut that allways appears

Does anyone know how to solve this problem?Allways when I start my PC - find - the my computer shortcut appears in start menu>programs list, only shortcut without name - and links to my computer. If I delete it - next time I start my pc - it shows up again. What to do? It is on Windows Professional XP 64bit SP2 - recently installed - on new HDD. Everything else is ok - except this little but irritating problem.
Here is the screenshot of the problem:

http://img46.imageshack.us/img46/6053/mycompfc6.jpg

ad-aware se didnt find anything
nod32 updated on 01.30.2008 found nothing, too

The PC dont have access to internet and never been connected to it...

ComboFix starts, but when it try to fix anything - its process shuts up... so I could not use it...

 

I dont know if you looked at that screenshot I put in my post, but it is not problem with standard My Computer shortcut that appears in start menu - it is problem with unnamed shortcut in Programs menu - bottom of the list (look screenshot). If I delete it - it shows again...

 

double post... sorry

 

For anyone else who wants to help with this -- the shortcut let4mi is referring to is the very bottom one in his start menu in the jpg image he's provided the link for, beneath all the blurry ones and immediately under the two blurry ones with a beige highlight.

(By the way, let4mi, I think that a screenshot of the problem is probably preferable to a link to another website as people who might otherwise want to try to help may be reluctant to load an image into their browser from an unknown website.)

Well, you might try what chaslang suggested anyway by right clicking on that shortcut at the bottom and following those directions, though I supposed that might make both the regular labeled shortcut and the "phantom" shortcut disappear.

What do you see if you right click on the "phantom" icon and select "Properties"? Do you get the same "System Properties" tool that should appear when you select "Properties" from the right click menu on the labeled MyComputer shortcut?

Also, what brand and how old is this computer? (Or did you build it yourself?) Was XP Pro, 64 bit version pre-installed or did you upgrade from a previous version of Windows?

Did you install or perform any software or registry maintenance just before this problem appeared? Or has this unlabeled icon been there from the beginning since you bought or built this machine?

I'm not sure I can suggest anything else, but if the "Properties" display is different for that unlabeled icon maybe that will provide a clue.

 

I tried to disable My Computer icon in start menu properties as Chaselang said - but that "phantom" icon still shows up.
When I right-click at it - in properties - it IS NOT as My Computer properties - The properties panel of phantom icon is as any other shortcut properties... size is 104 bytes, created on date and time when I turned on my PC, and when I click on Find target - the target of that shortcut is My Computer (shortcut) on my desktop. Also - this phantom shortcut does not have any name... just description - shortcut. As I said - always I (re)start my PC - it shows up (even if I deleted it before I turned the PC off)

Now - maybe it is important but I forgot to tell - the PC is not branded - I build it myself - Power Unit: Corsair 520w, MB: ga-p35c-ds3r, CPU: c2d e6750, GPU: 8600gt, 4x1GB DDR2 Geil black dragon 800mhz, HDD WD 250gb...
On new - unformatted HDD I first Installed XP Professional SP2 32bit (some corporate ed.), and then I made new partition and installed XP Professional SP1 64bit, then I installed SP2 for 64bit OS... (I wanted dual boot PC for usage of 4gb ddr2)
I am not absolutely sure, but I think that problem was from the beginning...
I tried to make some batch file to delete this shortcut - but It did not worked (or I didnt do it well)
Actually - everything else works just fine - except this irritating icon... 32bit and 64bit XP - both works well and without problems. Also - the PC was not connected to the internet because I have another PC for that (I did transfered some apps. from 1 to another using USB Flash - but I checked them with nod32...)

 

Do you always try to remove it by clicking on the phantom icon?
Have you tried opening Windows Explorer, opening programs folder, highlighting the phantom shortcut and clicking the edit menu to delete it?

 

I too have de same problem... i completely formated my system and installed everything again and when i installed windows media player 11... I opened a registry file called "WindowsLicense" when it asked for validation.. i think from then im seeing this my computer icon..

 

i found it when i run a key generator for power dvd...
the key generator created this shortcut...
i restored my computer and removed power dvd.. now this shortcut is not displayed....