My fences work fine, have them set to roll-up. I am able to open my shortcuts in a fence (e.g. a Word doc) just fine. But after saving the document, and closing it moves the shortcut back to the desktop. I had fences on my old computer as well, and did not have this issue.
It does seem to only occur on shortcuts that can be 'saved'. A shortcut to an application stays in the fence after I have closed the program.
My Fences are locked.