I have no idea how this question got a downvote, I absolutely have shown more research effort than most people on this site who posted questions, they would probably just have paid money to let others handle things, I have no money and so I do everything by myself and thus I learned a lot of things.

@LPChip You clearly misunderstood my question. I have stated very clearly that I started the games using the executable directly and I have deleted the .lnk shortcut, and somehow the taskbar icon uses the deleted .lnk file.