Pasting shortcuts to desktop getting greyed out

I don't understand why this is happening and it's sporadic. I have Windows XP Service Pack 2. The only I can copy and paste shortcuts with DO (latest version) is to open a lister and navigate via breadcrumb to the "desktop" and then paste the shortcut. Then it works. But when I copy a shortcut via DOpus and close a lister to right click the desktop and paste it...the DO option to paste the shortcut is greyed out. This has never happened before I don't know why this is happening. Any ideas?

Does the same thing happen if you use Explorer instead of Opus?

Are you always testing with the same item? (Perhaps it's something you can't create a shortcut to at all.)