Actually what is this all about? I tried this on my desktop and I get a dialog:
The item "blag.bmp" that this shortcut refers to has been changed or moved, so this shortcut will no longer work properly.
Do you want to delete this shortcut?
What more do you want Microsoft to do for you? The shortcut doesn't work, they gave you a dialog asking if you wanted to delete the file, you clicked YES and it deleted it.
EDIT: And if the file is in the recycle bin, Microsoft even give you the option to un-recycle it
EDIT2: And if your shortcut points somewhere in the same file and that file has been renamed, the shortcut will also update.
This code is going out of its way to make your life easier, and has no less than three different dialogs to help you out. It's really not the big bad evil Windows that you're making it out to be.