One of the great things about shortcuts is that you can throw them out when they’re no longer needed. In fact, you really should toss them, because not doing that is what leads to cluttered desktops. (You might also want to look at desktop shortcuts created by installer routines. If you not actually using them, consider them candidates for the green barrel.)
To remove a shortcut from the top level of the Start menu (the menu that appears on the left when you click the Start button), right-click it and choose Remove From This List. Deleting a shortcut does not remove the program, document, or folder to which the shortcut is linked. If you’re in any doubt about whether the object you’re about to delete is a shortcut or an object—a document or program—that you will regret deleting, look for the arrow on the lower-left corner of the icon. Shortcuts have these; objects do not. (Start-menu shortcuts are an exception. They don’t have arrows.)