Hmmm... some technical glitch? rudy.viae's EARLIER post wasn't there this morning (the later one was), did it get lost and then unlost?
Welcome to FT, rudy.viae. I can now see where you get the idea that there may be direct trains from Heathrow to Southampton, but you are wrong. It is possible to do the journey in two hours using public transport (as you rightly say), but if you look at the timetable properly you will see the figure ONE (1) in the "Changes" field, and if you click on "See details" you will see that this is in fact a combined coach/rail journey - the Railair link via Woking or Reading that several of us have already mentioned. It's reasonably convenient, but not as convenient as taking the National Express coach all the way which involves no changes.