Can't Delete Shortcut In Start Menu

I didn't find an existing thread to the topic, so i apologize if the question has already been answered. at one point in time i had a mahjongg game installed on my windows xp run pc. i placed a shortcut on the start menu (above the frequent programs list). somehow or other, the shortcut was not removed when i uninstalled the program. my attempts to get rid of it since then are as follows:

1. when i right click on the icon, and select "remove from this list", nothing happens.
2. i attempt to run the shortcut and it says "the item you selected is not available. it might have been moved, renamed, or removed. do you want to remove it from the list?" i select yes, and nothing happens.
3. i attempt to rename the shortcut and it says "cannot rename file: cannot read from the source file or disk."
4. i open the properties and there is a message in the target type field saying "this is not a valid shortcut". i cannot change any of the fields without getting the error message in #3.
5. reinstalling the game doesn't change anything. i get the same error messages as above.
6. i searched through the registry for anything named "mahjongg", and it doesn't turn anything up.