By default the Desktop Cleanup Wizard runs every 60 days to clean up unused shortcuts and other desktop items. Do you need this over-friendly tool? At any rate, you don’t want it to run automatically— use this hack.
Navigate to:
HCU\ Software\ Microsoft\ Windows\ CurrentVersion\ Explorer\ Desktop\ CleanupWiz
Modify the DWORD Value called NoRun to 0, or to 1 to bring back the poor Wizard if you begin to pity it.