The Situation

Like you, I have many applications that I like to open. I've set up keyboard shortcuts for the most common, by placing a link on the desktop and setting its Shortcut Key property:

This is all fine and dandy, most of the time. When I want to bring up the GIMP, I press Ctrl+Alt+G and the GIMP launches. Lovely.

The Problem

Sometimes--perhaps once a month per desktop shortcut--the shortcut key assignment simply vanishes. I press Ctrl+Alt+G and nothing happens, so I go check the shortcut and see that lo and behold: nothing is there.

This happens regularly to all my shortcuts (not all at once). It doesn't matter what keys I assign, and there doesn't seem to be any correlation with particular applications being open or anything of that sort. This has happened on every Windows XP machine I've ever used with any regularity.

Obviously what makes this issue particularly obnoxious is that it's not easily reproducible. I have searched long and hard for a solution for (or at least acknowledgement of) this problem, to no avail, so hopefully you guys know something that I don't. I did find this question, where the answers are all basically "use a third-party app", but as far as I could tell that was a slightly different issue, related to Explorer being busy. If the solution for this turns out to be the same, fine, but I'd prefer a native fix if at all possible.

Note: I've tagged this with Windows in general because I seem to remember it happening on Windows 7 as well as XP, but I rarely notice it because I use the start-menu search in preference to desktop shortcuts.