Can you do that if Administrator has a password? I'm doubting you can but I'm curious. I'm to lazy to reboot and test it on this computer.
By the way, if all he did is get rid of the shortcut all you have to do is create a new shortcut. Better yet, does the CD autorun when you put it in?
Edit:
I tested it. If the Administrator account has a password set, you can't break in even with safe mode. To set the Administrator password:
1.) Hit Ctrl+Alt+Delete on the logon screen, or if you have the classic logon, you already have to type in a user name. Now, type Administrator as the user name and leave the password blank. Log on. Now, go to the control panel and change the password. If you want your stuff protected, leaving the Administrator account without a password leaves your computer wide open.
Note, even if you protect you stuff, there are ways for ANY user with administrator status to get at your files, since adminstrators can take ownership of anything. You have to really know what you're doing to do that though, and I'm not sure it applies to XP Home (I'm using XP Professional). Note that XP Home and Professional are mostly the same. Home simply has some disabled/removed features.