Folder keeps getting a question mark

Today is my one week anniversary of owning a Mac so I am still very new to this. I made a folder in the stacks section of my dock. It is titled games. In the folder I put alias's of the two games I have so I can just click in there and quickly access my games.

It seemed to be working exactly as I expected until a few nights ago. I noticed that the folder has a question mark on it and when I clicked on it nothing happened. I removed the folder and re-made it and put the alias's in again. It worked again for a few days and then the same thing happened again. This time I did not remove the folder as I got busy with other things. Eventually the question mark went away, but still when I click on it nothing happens.

Did I do something wrong or is my system acting up somehow?

 

What could have changed on the links to the game? I did not touch those at all.

I do not want to fill up my dock with a bunch of games apps (or others things for that matter). I would really like to be able to put folders in the stacks section as that is what I should be able to do anyway right?