Many of us had and having this problem. We have some most important data in our  pen drives,  what  will we  do  if all  the  data are loss?  At  some day, all  the  folders which are in 
our drive is just showing as shortcuts in Windows (as shown in the above figure).

     This problem may cause not only in pen drives, also in memory sticks, phone memories, external hard disks etc. If we trying to open those folders Windows will show an error that “Shortcut missing…!” We afraid of losing our data and somebody format the drive. But no need to afraid for this and format. Yes, this is a type of virus affection. Just follow the simple steps to remove that shortcuts and retrieve your folders back.