Missing Files?
Missing Shortcut?
Anti Virus Warnings?
Your Antivirus is most likely deleting game files.
We had several reports of this in the past and so far all occurrences were due to a false positive , which is when anti-virus software flags something by mistake. There are no known occurrences of any viruses or malware in the game files, if the game was downloaded from our Store.
If a warning occurs please let us know and, if you can, please report it to your AV programs manufacturer.
To temporarily work around such an issue you can exclude the game from your AV program or disable AV temporarily. Please do so at your own risk.
Here is a guide for creating an exclusion for a program in Avast;
http://en.kioskea.net/faq/12294-avast-internet-security-create-an-exclusion
And Norton
http://answers.yahoo.com/question/index?qid=20090206180216AAq20wO
Kaspersky
http://support.kaspersky.com/7913
If you are using a different AV then let me know which Anti Virus you are using and i will find you a guided walkthrough.
Once you create the exclusion please reinstall Game Dev Tycoon to restore file integrity and avoid further issues.