Hi stupidcomputer, welcome to BC!
Just create a shortcut to the location and place it in: C:\Documents and Settings\username
\SendTo replacing username
with the your username. To create a shortcut, just right-click on the file, drive, or printer in question and click the "Send to Desktop (Create Shortcut)" option under the Send To menu.
Edited by Amazing Andrew, 10 May 2008 - 06:57 PM.