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WBEMTest är ett tool för att kunna hitta WMI poster som finns i ett system.

After searching i could not find any decent answer to from where and why.
But when running procmon while logging on a user, it turns out that those icons are being generated out from the same icons in the all users profile so to prevent this Deny Read access to those shortcuts in there.
To do this with Group Policy, open the policy that is being applied to the Terminal servers and Expand Computer configuration.
Browse down to – >Windows Settings -> Security Settings
Right Click ”File System” and select ”Add File” and add the files listed below.

%AllUsersProfile%\Microsoft\Windows\Start Menu\Programs\Accessories\Windows PowerShell\Windows PowerShell.lnk
%AllUsersProfile%\Microsoft\Windows\Start Menu\Programs\Administrative Tools\Server Manager.lnk
%AllUsersProfile%\Microsoft\Windows\Start Menu\Programs\Administrative Tools\Windows PowerShell Modules.lnk

TITLE : How to Set Up a Private Network Over the Internet Using PPTP

Log on to your computer using a local user account with administrator rights.
Configure your registry so that DUN connections are preserved after you log off.
 

To do so, use the following steps.

Add a new string value named KeepRasConnections to the following registry key:
HKLM\Software\Microsoft\Windows NT\CurrentVersion\Winlog
Set the string value for KeepRasConnections to 1.
Use Dial-Up Networking to connect to your ISP.
Use Dial-Up Networking to connect to your PPTP server.
Click Start, point to Settings, click Control Panel, and then double-click Network.
On the Identification tab, click Change, click Domain, type your Windows NT domain name in the Domain box, and then click OK.
If you receive a ”Welcome” message from the domain, click OK.
Click Close.
When you are prompted to restart your computer, click Yes.
Log on to your computer using a local user account with administrator rights.
Use Dial-Up Networking to connect to your ISP.
Click Start, click Shut Down, click ”Close all programs and log on as a different user,” and then click OK. The Dial-Up Networking connection to your ISP should remain connected.
When you are prompted, press CTRL+ALT+DELETE to log on.
Type your domain user name and password. In the Domain box, click the name of your Windows NT domain. Click the Logon Using Dial-Up Networking check box to select it, and then click OK.
In the Phone Book Entry To Dial box, click the phone book entry that you use to connect to your PPTP server, and then click Dial. Confirm your user name, password, and domain, and then click OK.