Some of my game desktop shortcuts disappeared!

[Dave3000]

I remember that the last thing I did before I noticed that they were gone was backing up Lego Lord of the Rings that I downloaded from Steam. They were shortcuts on my desktop to about 6 of my games and it didn't turn up in the Recycling Bin. I don't think it was the game that I downloaded overnight from Steam that caused it or the backup I did for that game. I don't have any malware or viruses in my PC as I finished checking for viruses and malware with MSE and it said that no threats were detected when it was finished scanning all my drives in my system. These shortcuts I created yesterday and the next day the disappeared. I'm using Windows 7 Professional 64-bit. What could have caused my shortcuts I created for some of my games to be removed automatically earlier today?

 

[Puppies04]

How many HDDs SSDs do you have?