A scan with the free program Ewido should tell you what, if anything, is on your computer. However, I have a couple questions that should help tell us what those shortcuts those were:
* Why do you refer to them as 'spam desktop shortcuts?'
* Do you remember the names of the shortcuts or what the icons looked like?
* Do you happen to know if they were shortcuts to something on your system or if they were to websites?
* Did your security software detect/remove anything recently?
* Have you installed any previously-unknown software recently?
Aside from that, let me note that I wouldn't rely on Spyware Nuker for security. Through most of last year it was blacklisted as a rogue spyware program, and though version 2.0 has received a clean bill of health I still wouldn't touch it. One thing that tells me they haven't cleaned up their act: On their website they are supposedly paraphrasing a review from Cnet's own download when no review exists on download.com!
Just recently I have been getting spam desktop shortcuts that just appear out of nowhere. I do run both Spyware Nuker and Spybot. My operating system is Windows XP Home Edition. I have not clicked on the shortcut just right clicked and deleted it but I know something is left on my system. Nothing shows up in the Add/Remove programs that I can delete either. I am also running Panda Anti-Virus and nothing comes up there either when I do a scan.