Hi,
In Windows 7, the "My Computer" item changes to "Computer", so please first make sure you clicked the correct item from Start Menu.
You can recreate this LNK file as below:
1. Right click on blank area of Desktop and choose New -> Shortcut.
2. Type the following location in: %windir%\system32\compmgmt.msc /S and press Enter
3. Type a name for this article such as Computer Management. Click Finish.
Copy this shortcut and paste to C:\ProgramData\Microsoft\Windows\Start Menu\Programs\Administrative Tools folder. Click Continue if you are prompted.
Hope it helps.