Unwanted re-appearing shortcuts.

Hi,

I keep getting shortcuts to media like photos, music and video apperaing on my external hdd's, after i delete these shortcuts on a system restart they re-appear. This happens to any removable device i use e.g mp3 player, flash drives and so it must spead leading me to believe it some sort of virus, any ideas on what this is and how to get rid would be muchly appreciated.

- Ben.