Applications installed get deleted after connecting USB to PC
You should ensure that you dismount or "eject" the storage from your PC before turning off storage sharing from your device or disconnecting it.  The PC may not flush all writes and properly close resources until you do that, leaving the device storage in a bad state.  In Windows, you can right-click the drive in Windows Explorer and choose "Eject" or do the same from the Safely Remove Hardware icon near the clock on the start bar: http://windows.microsoft.com/en-CA/windows7/Safely-remove-devices-from-your-computer

As I noted in chat, Android has also been pretty finicky with homescreen shortcuts (my SGS loses all shortcuts to apps on the SD card upon reboot, for example).  It could be that you are seeing the same thing here, and the apps are not really being deleted.