What'd I do? (and is it serious?)

New Windows 98 owner here.

I was in C:\WINDOWS\COMMAND, right-clicking on some of the files there, then choosing "Properties" to gather info. about them.

When I did that on a file called Mem.exe, it created a shortcut in the directory (the original is still there though).

The shortcut is called "Mem." It has a colorful MS-DOS icon with a little arrow. Its Properties window says that it is a "Shortcut to MS-DOS Program." Its creation date is today, and its size is 967 bytes (32,768 bytes used).

I honestly did not choose "Create Shortcut." It did this on its own. (I even repeated my steps to confirm this). None of the other files did this when I viewed their properties - just this one.

Can I safely delete this shortcut?