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I have eventually figured this out. So I will tell you here in case you'd like to know.
You need to go into the database and go to the table xoops_icontent_shortcuts. Click on browse to see all your shortcuts. You will notice a column called submenu and that every shortcut has been given the number '1'.
Click on the edit thing (little pen thing to the right of each shortcut). Give each shortcut a new submenu number - 1 being the link you want to appear at the top of your menu, 2 second and so on). (click on 'go' each time to save the new submenu number).
Then in a html editor (i used homesite) open up the file b_icontent_shortcuts.php (from within the blocks folder of icontent).
Near the top of the page there is a line of code that says this:
$result = $xoopsDB->query("SELECT `name`, `page` FROM `".$xoopsDB->prefix()."_icontent_shortcuts` ORDER BY `name`");
All you have to do now is change the word 'name' AT THE END OF THE CODE LINE for 'submenu'.
save it and ftp it across to replace the old one.
Hope thathelps somebody - I've wasted a lot of hours trying to figure that out.