if all the files from pendrive turned into shortcut then you can get back all your file by the following command

just type attrib -h -r -s /s /d drivename:\*.*   in your command prompt. 

first you have to type attrib (attribute) and then -h -r -s /s /d g:\*.* Here g is the drive name which shows on which drive your pendrive is connected .

step here

step:1   in windows7 , windows8 press windows_r to open run and type their cmd in rectangular box

step2:type attrib -h -r -s /s /d h:\*.* and hit enter

step3: go to file and after folder now you will see that all short cut have been removed and get back to your original files ....

And have fun ................