http://support.microsoft.com/kb/307856 refer to the above article, therefore if you create a new shortcut of explorer, and add the following to the end, it will open up Windows explorer with the focus on the directory you specify
explorer /e,c
windows
will open up explorer with the intial directory as c
windows. Obviosuly change the directory if you want it to open the explorer window to a different directory
Let me know if this helps
Phil
The silly simily should be : \ without the spaces!