Hey markhopkinsseattle,
Are you using Mirrored Folders for that VM? If so, stuff that is placed on the guest's Desktop won't be part of the snapshot, because it's actually stored on the host. Our snapshots are whole-guest (including whole-virtual-HDD), so if Netsarang was removed but the link remained, it strongly suggests that the link wasn't actually stored within the VM. (It should also be on your host's Desktop, too!)
Go into Virtual Machine> Settings> Sharing and look under Mirrored Folders to configure it.
I apologize on dlhotka's behalf for the accusation: We are fighting somewhat of a flood of such "hit-and-run" posters who follow the exact recipe he gave, and don't provide any opportunity to attempt to address the problem. I had come to much the same conclusion as dlhotka, to be honest, and I am grateful that you stuck around and described the problem in more detail, so hopefully we'll be able to figure out the problem there. I use snapshots all the time, and they are much (much!) more robust than what one would believe upon taking your first posting at face value. (OTOH, I work for VMware, so perhaps I could be considered to be a biased source...)
Cheers,
--
Darius