I have had this problem before with windows but the usual fix isnt working so in covering my bases I thought I would check if it could be a problem with Classic Shell. I recently uninstalled a game but for the life of me I cant remove it from the games folder in the start menu. I used regedit but there was no reference of it in the registry to remove, I looked in appdata but it wasn't there either. There doesn't seem to be any trace of it on the pc but the games menu still has it listed but with a blank icon. Also now it is in the category of "Unspecified". I am betting this is a windows issue but just in case I thought I would ask here.
I didn't find the right solution from the Internet.