I am currently working with Eclipse 3.6 Helios, even though I have selected "workspace prompt on startup" in eclipse preferences it does not work.
I read through various forums, and understood that it's a bug from eclipse.
Then, I have searched in eclipse bugs directory on this, as per them it was fixed in 2006 itself, but I am not sure how come this issue comes up again.
Anyway I just went ahead with the temporary solutions to resolve this issue.
Here are the various solutions which worked out for me.
1. Opening eclipse in clean mode
If Desktop shortcut created, you can just add the -clean parameter in target location:
2. Other solution which worked out was deleting ".manager" directory in D:\Work\eclipse\configuration\org.eclipse.osgi