If you still have the problem it might be that the Shortcut file type which has the extension of .LNK (e.g. AB.LNK) has somehow been associated with the Firefox program.
Suggest that you take a look at the info given at
http://www.winvistaclub.com/t19.html and check the file association for .LNK files. It is usually set to 'unknown application'.
Another thing you could try is to uninstall Firefox and then test if shortcuts work, followed by reinstall Firefox (or maybe install Opera web browser instead!)