When you start a Windows XP-based computer for the first time, shortcuts in the Startup group may not work.
This behavior is by design. Some programs in the Startup group interfere with items that are associated with first-startup tasks, items such as wizard functions, the "Configure Your Server" procedure, and so on.
To resolve this behavior, you must restart your computer to properly initialize the programs in the Startup group. Shortcuts in the Startup group should then function properly.
This behavior is by design.