Well, here's the task, create a shortcut that would apply to certain people using group policy extension that point to a file or executable on a mapped drive...trickier than it sounds. Here's the reason it doesn't work and a workaround.

When creating a file system shortcut, it first checks to see if the target exists or not. When you use a UNC path \\server\share\file it is connected to as the local system, not the current user. So, check the Run as user context box. That was flaky for me. Sometimes it worked, sometimes not. Also, pointing to a mapped drive it doesn't work because the drive doesn't get mapped until after the shortcut part is ran and/or the same security issues as above.

The solution, create the link as a URL shortcut. It acts the same, you just loose the ability to set a couple of options, start in folder for example. But that could probably be easily worked around by creating a shortcut to another real shortcut. Kind of daisy chained and ridiculously hokey. But hey. It's a workaround, and in some situations actually works out better, so you can change the target without making people log off and back on.