Master-D, it does appear that, in Microsoft's infinite wisdom (or is it infantile wisdom?), they have decided that you shouldn't arrange your icon shortcuts according to your preference. They have decided for you that you only wish to have them arranged alphabetically. This is just one more of many user selected preferences that have been taken away with Windows 7.
I have a saying that applies here: "The companies do hot hear your voice; they only feel their own pocketbooks." It accomplishes nothing to buy their product, then complain that you do not like it, or that certain things need to be changed. The only thing they listen to is that you failed to buy their product because of things you did not like about it or things that needed to have been different. Only a few percentage points in lost sales makes a company stand up and take notice.