If you right click an icon, and select propeties, does it show the correct path?
If so, it looks like maybe your .lnk associate has been lost. You can get this back through some very extensive registry editing. But I have attached a .reg file which may help.
Unzip it and run it. You may need to restart the computer so that the registry can be read again.
As you have read so many time, it is wise to make a backup of your reg, before commiting any changes. If you do not know how to do this:
Type regedit in the Start.
Left click, in order to select the whole reg, Computer (At the top)
Open "File" and choose "Export"
Choose a suitable location and give the saved file a suitable name.
When and if you have problems, with any editing you do, always follow this procedure. Choose import, instead of export and the registry is restored to its stae before alterations.