The Link Check Wizard.

The free Resource Kit Chklnks.exe Link Check Wizard is a GUI application that presents the following opening screen:

Welcome to the Link Check Wizard

Links are used to associate Desktop Shortcuts and Start Menu
Items with an application or document. Manually removing
applications or documents can leave useless Link files on your
system.

The Link Check Wizard scans all of the Link
Files on your system. If the associated
application or document for a Link is not found,
the Wizard will list that Link File as a Dead Link
giving you an option to remove it.

Click next to begin the scan.