Some sorta problem with missing shortcut

YEa i have problem with gmod or my comp idk wich it is tho.
i downloaded a file and it says something like heres an example of something i downloaded. Missing shortcut Windows is searching for to locate the file yourself click browse. If any of you know a solution plz reply and tell me how to fix it. sorry for any spelling errors also if you know what i have to direct it to when i click browse ill do that thanks if you know a solution. Thanks for all the solutions and if any help atleast 1 helps ill be really greatful thanks alot guys! My steam id is something like l68 ABlDr.steve Again Thanks alot! PLZZ REPLY SOMEWAY i really need an idea Also its not gmod its my whole comp. OH NO!