Here is a interesting submission, although I'd like to point out that Microsoft is changing this behavior in future builds. Here's what would of happened if it weren't for dedicated beta testers and our loud vocal concerns being heard.
Microsoft Windows Vista's User Account Control (UAC) is currently set up in such a way as to take up to seven steps to delete a shortcut from the desktop. This may change when the product eventually ships, but for those who are not able to test Vista as yet, an interesting series of images details the process of deleting a shortcut from the desktop.