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How to Remove Stubborn Start Menu Shortcuts
This morning I noticed that my Start Menu | All Programs list had some shortcuts that were duplicates. In other words, there were two "Free Games" shortcuts and two "1000 Free Songs" shortcuts. Clearly these were added by some program(s) that I had installed earlier.
I right-clicked and deleted the first one only to find that now the second one had no file reference due to my deleting the first. Since both copies are pointing to the same file on the drive, deleting one orphaned its copy and made it impossible to delete it the same way.
The result was that I had one shortcut of each that I could not delete off my Start Menu. It would come up with "Cannot find file.." and give you that "Try Again" button. Don't bother, it won't do anything.
Perhaps rebooting might have refreshed the Start Menu. I don't know because I did not want to bother since I had apps running and was very busy working with them. After trying a bunch of things, I FOUND A SOLUTION! So I am sharing it here for others who may have the same problem in the future.
Go to the orphaned short-cut item in your Start Menu and right-click it. Select "Move to Folder" and then select the Recycle Bin as your folder. It will move the item into the Recycle Bin and off your Start Menu. Then of course you can empty your Recycle Bin as usual.
That's it!