First of all - a big THANK YOU to SifiOn and Fabion for your input. I'm very impressed by your willingness to help.

I think I may have figured it out.

Under Documents and Settings, I have three User folders: All Users, Default Users, and a Named User.

I couldn't understand why desktop shortcuts would go into the limewire shared folder under the Named User, and I couldn't understand why the shortcuts disappeared from the desktop if I deleted them from the limewire shared folder.

So I looked in the other user folders (All Users, Default User) and found the Desktop folders. In "All Users", the icons for all the current desktop shortcuts were in there. In "Default User", only one icon was in there. In Named User, there was NO Desktop folder. So... I concluded that the Desktop folder was either renamed to or replaced by "limewire shared".

I renamed the "limewire shared" folder to "Desktop" and tweaked the Properties so that it will be shared by all users. I then tweaked the "All Users" Desktop folder so that it also will be shared by everyone. It seems to have worked. I've created a couple of shortcuts, and they appear in the Named User Desktop folder AND on the desktop itself, which is how it should be.

How did that happen? Not sure. But I have a strong suspicion that it was a stupid little XP thing that removed "rarely used" Desktop shortcuts in order to free up disk space. How the Desktop folder in the Named User branch got to be "limewire shared", though, is still a mystery to me.