Steps to remove shortcuts in Pendrive:

• Go to Run->cmd.
• Insert the Pendrive affected with shortcuts and remember the drive.
• In the cmd prompt type   attrib -h -r -s /s /d DRIVE:*.*
• Instead of DRIVE type the drive in which you inserted.

          Example:  attrib -h -r -s /s /d H:*.*          It may be of H,I,J or any thing else but It should be in caps.

• Then press enter.
  
• If everything is correct then it works and removes the shortcuts in the pendrive.