That is a strange glitch. How long have you had your phone? Any changes you made to it recently, or apps you downloaded right before the problem started? What, if anything, have you tried to fix it?
Barring any other ideas, you can always reset your device. As long as you've backed up everything and make sure your pictures, etc. are saved to the micro SD card, restoring your phone shouldn't be too awful.
If you don't want to perform a factory reset, I suppose you could try one of the other launchers available through the Play Store to see if they help keep your shortcuts where they are supposed to be. Right now I'm trying out Yahoo's Aviate launcher, but there are quite a few you can choose from. Good luck!