In Win Explorer, What Are Those Stupid Shortcuts On My Tree, And What Use Are They?

I first set hands on an IBM PC in 1980: DOS 2.0, Word 1.0 & Lotus 1 (not 1a). I'm organized can find things on a hard drive just fine, thank you very much. I'm used to a tree and a file list, and had them with PCTools long before Peter bought that app and turned it into Norton Utilities or Gates even dreamed of such a thing as part of his OS.

Vista's Explorer tree goes:
Desktop
Sarah
Public
Computer
etc

I understand and use Computer, and I'm finding Public useful, but in Sarah, there are some shortcuts that don't go anywhere, e.g., application data, local settings, my documents, cookies, etc. When I left-click on them, all I ever get is "location not available" "access denied" with blather in between.

Do they have a name? I tried hunting for info on them, but without a specific name for them, it's impossible. What earthly use are those shortcuts supposed to be if you can't click on them and go anywhere? Is there someplace else that they show up or do they only exist in explorer under the user name? If they do show somewhere else, are they any use there? Can they be safely deleted? I've already tried moving them and you can't.

I'm guessing that "Sarah" is my personal user collection of folders or shell folders. It has already "collected" stuff that I don't want to see there. I'd like to clean it up, but I'll settle for getting rid of these bits of trash first.