Those folders are not shortcuts.
Even though you did not mention the name of the folder, this is a common
problem with folks who are not familiar with Vista. You are trying to open a
folder that you used previously in XP.
The folders you are looking at that appear to be have a shortcut arrow are
called Junctions or Symbolic Links. These folders are only used for backward
compatibility, mostly for older installation programs that are looking for
an old system folder location. They appear where a system folder location,
that was part of a previous version of Windows, (like XP) has been changed
in Vista. When an older installation program is installed, these folders
will redirect the installation program to the proper folder in Vista. These
folders contain no user information.
You can use a command prompt to locate the new folder that the Junction
points to.
Go to Start and type cmd and click the cmd.exe program.
The command window should open at C:\Users\<username>.
Type dir /AHL and press the ENTER key. (Note the space in the
command)
The result will be a list of folders on the C: drive.
A typical line will look like this:
<date> <time> <JUNCTION> SendTo
[C:\Users\<username>\AppData\Roaming\Microsoft\Windows\SendTo]
This shows that the information for the old Send To folder is now
contained in the folder that the path points to in the brackets. You should
see all of the junction points with the old name of the folder and the new
location for that folder in Vista.