Solution:

It is the limitation of the WinCE image, and we are afraid the short-cut can't be saved in the CF disk. In WinCE, it needs to refer to a specific file for the short-cut information. However, this file is packed with the image itself. Currently there is no tool to update the file without rebuilding the image. Every time when rebooting, the system load the default file in image, that is why the user's short-cut can't be kept.