Question mark over Shelf items?

[jimmynitcher]

Maybe I'm not using this correctly (on Leopard b59) - I added some
files and folders to the Shelf from my desktop, I then deleted the
items and now I get the question marks - makes me think it's making
aliases, but I thought the purpose was to actually move the items so
I'm confused - it won't even open a jpg without asking what app etc (I
tried typing iphoto and it couldn't find that!).
Not finding this helping my workflow at all at the mo!