Lately, and I don't know what I may have done, but whenever I click on a desktop short cut, I get a tone for critical stop and a message that reads:

Windows cannot find "http://www.whatever.com/". Make sure you typed the name correctly, and then try again. To search for a file, click the Start button, and then click Search.


The only options on that window is X to close or an OK button.

Then, shortly after that message is displayed, and without any further input by me, the website for that link is displayed and I'm up and running.

I am running Windows XP Home, Service Pack 2, four year old Sony Viao PC, Intel Pentium 4, 3 GHz,504 MB RAM on 200 GB hard drive (about 60% free)

I've run disc clean up and defragged. Ran PCRegistry Cleaner and Norton 360 in futile attempts to clear this up.
What have I missed? Help!!

You might get some help if you past that error message into Google.