sharing of desktop shortcuts between mac os x & windows

I noticed after installing some windows apps on the windows 7 pro 64 bit on my macbook pro 2010 i7, through parallels desktop 5, that the short cuts are on my mac desktop. I went into the parallels configuration, & unchecked, & then checked again the folder file sharing option, I decided I wanted the shortcuts on my mac os x desktop after all. So now I notice the shortcuts are there, but they are blank (without the parallels icon like before), & when I click to open them, nothing opens up.