Are you sure its not a link? Might you open a command prompt and navigate to %userprofile%\desktop directory and do a dir *.lnk to see if it is there, or just a dir to see what kind of file it is.
Also, noticed a bug in the sample code... this line
USE G: \\frafile\shared /delete /persistent
should have quotes around the server path
USE G: "\\frafile\shared" /delete /persistent
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(... better days ahead)
