Vista - Deleting shortcuts from desktop

Hi,
Can anyone help with this one. It's minor, but irritating!

I have uninstalled a couple of programmes using their built-in uninstall
options. Everything has gone smoothly apart from the shortcuts are still
left on the desktop, and it won't let me delete them. I get the following
message:

Item not found, This is no longer located in C:\Users\Public\Desktop\ etc.
Verify the item's location and try again.

It doesn't matter if I drag it to the recycle bin, right click and select
'cut' - it says the same.

Am I missing the obvious? All I want to do is delete the link, not use it.
I know the file's not there - I deleted it?!

Confused - new to Vista, and not liking it. Any tips gratefully received -
what am I doing wrong?