I've run into the same problem. If you copy a shortcut from a 95 computer to an NT server, the shortcut is actually changed. The reason for this is because the shortcuts are not simply like the good old days of .pif files, they are not just files.. they are registry entries.. I do know that if you copy the shortcut from one 95 box to another then back again it will continue to function. Sorry I don't have the reg locations handy for how to create them.. maybe try creating a shortcut with a really unique name then doing a search in the reg...
