System Restore?
Located under the Start Menu> All Programs> Accessories> System Tools> "System Restore"
Usually, when a shortcut goes blank like that, it means that the program it used to link to no longer exists.
When a file goes like that, it means that the program that used to open the file is no longer there. Are these files that are supposed to work only with Windows? Did they open in a program that you uninstalled? Have you tried to reinstall the program?
I removed the screenshot you attached in your first reply, since it had your Windows product key in it, which, in the wrong hands, can be a real problem. (People can take that key, and use it on their computers, disabling yours, as well as theirs, since your key is only supposed to be used on one computer.) You can re-attach it, but, remove the product key first. (You can open Paint and blotch it out with a black square, or just crop it out) (I did write down the system specifications, so, its not really needed to re-attach it)
