saving pictures

Hello,

I want to thank you first hand for your help. I really never needed any help with my Adobe Elements 11 before this. I could save a edited picture anytime and it would go where it's suppose to go. But this last week i've seen that they aren't being saved like before. so i saved it to my desktop to see if it really was doing this and it was. it leaves it with a white square like a printer paper with the top right corner bent. and i go to open it and it says

How do you want to open this file 

internet shortcut file. 

it has never done this before till i noticesed it this last week.Please help me with this. I'm losing my pictures.. 

thank you Barb

It wont let me add the picture to this