hiya Jihad, i have this problem on Vista all the time.
I take it you have uninstalled the games and the shortcuts are still there?
if that is the case then my way around it is as follows:
Just right click on the shortcut (this is the point where explorer crashes) leave it approx 1 minute and then it responds.... then choose delete and it will be gone.
With my PC being so fast i used to get frustrated when this would happen and not understand why. One day i went to try and delete the shortcuts again but my mobile phone rang mid way.... i left my pc and didnt click or anything. After my phone call it showed the right Click menu and i chose delete. Successfully i deleted the shortcuts and windows didnt have any errors
Hope this helps.