I have 3 different shortcuts to Windows Explorer, the one on the desktop opens to the root of the C drive, the one in my Quick Start area opens to D:\0zip (where I download all my files) and the one in the Start menu opens to the root of F another download storage area. If I right click and select properties of each shortcut, the target window looks like this:
Quick Start Shortcut:
Start Menu Shortcut:
The normal shortcut to W Explorer's target window is just (%SystemRoot%\explorer.exe) and in XP is in the start menu under applications and opens to the Documents folder, I drag and drop mine forward to the main section where it was in Win98 and then drag and drop one to the desktop and from the desktop to the Quick Start area and then edit each one to go where I want.
What folder do you think this would open?
You see, you can make it open what ever you want, give it a try.