All shortcuts to Steam games has become url files

I got almost the same problem with my EXE files.. But my problem is about the steam games.. All shortcuts to the games has become url files... Steam doesn't care about little me trying to get new shortcuts that will be running 100% perfectly.... Can someone help ? I have changed some few setting in windows if that would be to any help ? But I dont think so.. I have tried many different things to fix this problem.. But none has given me any resault.. My problem is that in the system tray I've created and adress bar and one "Program" bar and on "spel"=game bar.. And all the games in the Game barwont open with exe files... they only open with url files for the moment...... If I cant solve this without system restore or something I will throw my computer AND my windows 8 DISC that I BOUGHT and works like rubbish... If I would tell all my problems with my windows 8, U would tell me to download it instead ... please help... wanna get this rubbish working... to much problem .... "#"!%!%!#!"¤%!23 I'm happy