How do I stop server shortcuts from being created on the desktop?

Every time I do something that concerns my media server my iMac creates, what I guess is, a desktop shortcut to the folder on the server that I have to eject when I'm done. For example, all of my music is stored on my server so when I open iTunes and play a song, it creates a shortcut on the desktop to my music folder as soon as it starts playing. The same thing happens (except it creates a shortcut to the Video Folder) when I play a video through VLC from the server. It even happens when I transfer a file to my shared documents folder on the server. This does not occur on my Mac Mini. Both are on Yosemite. It's not a problem, but is there a setting that I can change to stop having to eject these shortcuts when I'm done?