Word saving as shortcut?

I recently started having problems with the way my
computer is saving my documents. I first noticed it when
I tried to mail a document and couldn't find it in my
documents. I then found it in "most recent documents" but
all of them are saved as shortcuts. When I find the
target they are found in my received files..

Anybody have any ideas?? Also, every document is now
being backed up. There is a back-up of every Word
document I have typed in the last 1 1/2 weeks. When I
accidentally tried to send what I thought was my document
to my employer and they said they couldn't open it, I
noticed it ended in .ink instead of .doc, but this was
the shortcut, not the actual document, is that why?

So anybody have any ideas? Is this maybe a Windows
problem and not a Word problem? I don't have a clue where
to start even trying to figure this one out... Thanks!!