If you set the Vista desktop (i.e. the big window behind all other windows) to Auto Arrange then the icons on your desktop will flow down and, if you have enough of them, in columns towards the right.

Make sure there are enough files on your desktop that you have multiple columns. Two columns is enough but three will really make the problem stand out.

Add three new files to the desktop. They will appear in a vertical line.

Click the first of the new files to select it. Now shift-click the last of the new files.

Expectation: The three new files are selected.

Reality: The three new files are selected, but so are the items to the left and right of them, in unrelated columns.

For some reason the shell organises icons on the desktop vertically but performs range-selection on them horizontally, making it impossible to range-select consecutive files on the desktop without picking up strays. Instead you have to ctrl-click each file individually, or give up and switch to Explorer or a file manager.

This makes me swear several times a week. :-) If you could fix it then that would be totally awesome!