Problem of shortcuts

Hello guys;

I need your help, I have a problem with the machine that has problem of making shortcut to files and folders by itself when transferring fill to flash disk, memory card and others external disk or driver. I thought was viruses but it wasn't because I had an antivirus and I even changed it but it did not stop to bring those shortcuts, we installed another computer where we get some application on the machine that had problem and then that laptop also faced same problem.

There is someone who adviced me to deactivate a script file, I saw it in task manager but that did not work out too.

Please, help me know how I have to handle it.