Interesting 'Quirk' in Registry Shortcuts

Back in Registry Shortcuts, I discussed putting shortcuts to various folders you need to get to on a regular basis, and decided that there's several unmapped network folders I wanted to add to the menu. Unfortunately, using explorer.exe does not always reliably open the desired folder. So, to use this tweak for opening networked folders:
\\Machine Name\Drive Name\Folder\Folder
I'm finding myself using "START". Perhaps I'm overlooking something, no, scratch this, I am overlooking something, just will have to play with this for a bit to see what I'm doing wrong.
Still, my Desktop looks much cleaner without a dozen folder shortcuts on it!