The answer to this issue is simple, just ran into this problem while uninstalling vSphere Powercli 5.1 from w2008 SP1 64bit, for some reason an unsupported OS for this product which I didn't realize, who would of thought it isn't supported while it supports just about every other windows OS including 200832bit.... Anyhow, here is what you need to do: install the product on another machine. then try to uninstall again on the problem machine, note the path to the shortcut referenced in the error message, then go to the new machine and copy the shortcut over to the problem machine and place it in the directory and then you can delete the shortcut. the reason why you can't delete the shortcut is most likely - at least in my case - seemed to be because the shortcut resided in both the users desktop but also the public desktop... try it out, my guess is you will have the same success I had
