Is there any reason your not using the games folder thingy?
For new games like Assassins Creed just click the Start Orb>Games..
They should be listed in there....
You can't fix it per say, Windows wants you to use the Games Explorer.
You know how your game package says "Games for Windows" thats like a
marketing/licensing/development thing that Microsoft does, that is very
similar to making a console game.
Console games require you to follow or suggest you follow rules before
the game is approved "Given Nintendo's Seal of Approval", or branded as
a licensed PlayStation game or whatever. Games for Windows is like that.
MS gives guidelines and recommendations to game developers that covers
everything from how their installer/uninstaller should work, to how long
the game should stay at the main menu before starting a non-interactive
demo. If a dev company chooses to go ahead with something like this,
they submit their game to Microsoft and they either approve the game if
it plays nice, or they reject it and recommend fixes.
When the game passes, it gets the "Games for Windows" brand and usually
advertisement backing, it's basically a good way to ensure the game gets
visibility. Look at Sins of a Solar Empire.
EA has their own Certification that they run in house for their games,
which is why EA PC games don't have "Games for Windows" on the box.
So this is all important, because MS wants to organize all your games
into the Games Explorer. Thus, one of the "Requirements" to get GFW
approval is you can only make icons in the Games Explorer window, and
not on the desktop or start menu.
You can't fix it, but you can make a shortcut on your desktop, right
click somewhere, choose New and Shortcut. Fill in the path to the game
executeable and press finish.
Or just use the Games Explorer.
or install XP.