The most common cause of not having text in chat, menus, or settings is because of the lack of the required fonts. Make sure you have the following fonts properly installed: Verdana, Tahoma, and Arial.
The .lnk file that is created after install can be safely deleted. The .lnk file is used by Windows in case any special parameters have been set when an .exe file is run. If you have problems and suspect that you need the .lnk file for any reason, simply go into Steam, and right-click on the game that needs the .lnk file, and select "Create Desktop Shortcut".
The above applies to all .lnk files that are Steam based, including steam.lnk.
Problems with disconnecting from server
If you get disconnected from server, then just wait a while and connect back. This is because of bugged version of HLDS used by server.