I’m not sure why people associate .lnk files with different programs using the Default Programs applet in Windows Vista. Doing so would break the functionality of Shortcuts, and you need to perform a System Restore rollback or apply the .lnk file association fix to straighten things up. And why in the first place does the Default Programs list .lnk file type? .lnk, .exe, .com …etc. are system file types should not be associated with any application. Windows knows how to handle those file types.
Warn users when changing the .lnk association
If you’re a system administrator, you can add a warning so that the user is cautioned when attempting to change the .lnk file type association. This is possible using the good old NoOpen registry value.
1. Click Start, type Regedit.exe and navigate to the following key:
2. In the right-pane, create a new String value named NoOpen
3. Double-click NoOpen and type a phrase there. This note will be displayed to the user when attempting to change the .lnk associations.
(If you don’t assign any data for the NoOpen value, the system default warning will be shown.)
4. Exit the Registry Editor.
REGISTRY FIX
To automate the above setting, download lnk-noopen.zip. Unzip and extract the contents to a folder and run the file lnk-noopen.reg. To reverse the setting, run the undo.reg file.
SCREENSHOT

Note that despite the warning, users will still be able associate the said file type by clicking the Open With… button in the above dialog box.
MORE INFORMATION
The NoOpen value will be ignored if there is at least one action defined for the file type. By default, there are no actions defined for lnkfile in Windows Vista. If you install a software (for example ShellRunas) that adds an action for .lnk file types, the NoOpen value will be ignored by Windows.
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