
What you see is the auto-repair feature of Windows Installer. When an application is launched, Windows Installer performs a health check in order to restore files or registry entries that may have been deleted. Such a health check is not only triggered by clicking a shortcut but also by other events, such as activation of a COM server. The events triggering a health check depend on the operating system.
Source: http://www.installsite.org/pages/en/msifaq/a/1037.htm