Okay I have a feeling this is due to a virus but I will ask the question anyway. When I try to click on any programs on my desktop it is none responsive. The only way I can get a response is by right clicking and selecting open. Now when I try to do that with internet explorer the web browser opens quickly then closes. I been looking up some info on trying to find a solution to my problem. The only way I can surf the net, Is Firefox and even then I have to right click and select open. Even my Command prompt I have to right click from the start menu and select open. I was researching this issues and I came across a Microsoft click list. The only scan that came back unsuccessful is regsvr32 mshlt.dll if i remember correctly.
Sounds like you need the .LNK fix and Doug Knox published a Registry tweak to put this right ten years ago. You also need to scan for malware and get rid of whatever caused this because it may also be affecting pther areas. First off, though, go to http://www.dougknox.com and click in the left hand pane, on Win XP Fixes then in the centre pane on File Association Fixes and finally on LNK File Association Fixes. You'll be invited to download the fix, which is quite safe.
When you double click on the fix, it will modify the Registry to put things back to normal so accept the warning and go ahead with it. For the cause, I recommend MalwareBytes from http://www.malwarebytes.org. The trial version will do for now but when you get to the end stage of removing what it finds, the trial makes you tick every item one by one.