In Microsoft Knowledgebase article KB978980 Microsoft states that when there are more than four broken shortcuts on the desktop, the System Maintenance troubleshooter automatically removes all broken shortcuts from the desktop. It implies that it only removes "broken" shortcuts.
Well! Look at this screenshot.

The above dialog says that the System Maintenance cleans "unused" files and shortcuts. Does it mean that it removes unused (but working) shortcuts that are pointing to a valid target file/folder? At this stage we need more clarity on what the System Maintenance cleans (only the broken shortcuts, or does it clean valid shortcuts that are kept unused.) And, does the System Maintenance tool store the unused / broken shortcuts in a different folder, similar to the Desktop Cleanup Wizard in Windows XP?
I’ll post back my findings in due course. Also, I’d love to hear the insights from our valuable readers in the meantime.
Update
It’s now clear the the troubleshooter deletes broken shortcuts as well as unused (in 3 months) ones.
SCREENSHOT

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Take a look here for a better solution.
http://www.ghacks.net/2010/03/30/fix-windows-7-desktop-shortcuts-disappearing/
Hope it is ok to post the link here. If not please remove the comment.
Yes, I can confirm that shortcuts to shell folders (like the Games folder) are considered broken links because WMI fills with “null” the Target property of that kind of shortcuts.
I see that the tool also deletes desktop icons that haven’t been used in the past 3 months, even if they are pointing to valid files (shortcuts to folders are not deleted).
I think MS should revisit this tool and, at least, store unused/broken shortcuts in a different folder, like the Desktop Cleanup Wizard did in previous versions of Windows.
And, the tool erroneously deletes any Game shortcuts (from Games Explorer folder) that’re on the Desktop. Perhaps they’re some sort of special .lnk files?
Hi Daniel, I checked the broken shortcuts .PS1 script but could not find the reason why the tool deletes “valid” shortcuts (for some users). I’m keeping an eye on this problem in various forums.
Hi, Ramesh!
Interesting article! As far as I know, we can see what the Windows 7 troubleshooters do by inspecting the PowerShell script files (*ps1) that implement them in %windir%\diagnostics\scheduled\Maintenance.
Regards,