Thank you for your response. In the meanwhile I've had other advice which resolved it. You have to press Ctrl when dragging. When dragging it from desktop to Start without Ctrl it will appear as shortcut in Start (it will be marked shortcut) but not look like the original entry. I could drop it only as far as in Start and then in a second step could drag it to MS Office and delete it in Start where it had remained.

Dragging it from MS Office onto the desktop also requires Ctrl so that it remains in Start and is not deleted there.