First Question: some short cuts are being used as a second step shortcut, basically this start menu icon is being used as a shortcut in some other part of the registry, so when you try to unchecked it in the menu there is a sharing violation, or this is an orphaned shortcut from some program that has been removed. Once you remove them from the start menu manually things will work fine.
Second Question: There are many treads addressing this, so look around and you will find more information on this one. Basically some shortcuts like the ones in the first question become orphaned when you remove a program, the program is gone but the shortcuts were active when the program was removed and couldn't be deleted. If you try to run the program from an orphaned shortcut it will not open, but if you try to run it and it dose open than the program was never really removed. You would have seen something like this program was not completely removed do you want to remove it from the list when you removed the program in settings, reload the program than remove it before you open it like after a soft reset. The best way to get rid of orphaned shortcuts is to use a memory cleaner like MemMaid which I highly recommend, but there are others like SK tools that will work as well.
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