i have a problem which is files in my pendrive only can be open at my pc. But when i connect my pendrive at another pc,it becomes shortcut files and it cannot be open.Why?

It sounds like it is a shortcut on the pendrive. It works while connectected to your PC because you have the actual file on your PC and the shortcut can work while connected to your PC.

Try this, while connected to your PC, right click the ICON and look at the properties of this file. You should be able to determine the source of the file.