Unable to create New Shortcut

Hi,
My problem is pretty annoying and I don't know what to do.
In windows Explorer when I try to create a shortcut of any file I got an error message.
OS Windows Vista.
Can someone please help me with this?
Thank you,
Willow

Unable to create file
Unable to create the file ‘New Shortcut’
Not enough storage is available to complete this operation.
