NT Comes up in winnt\system32 folder

I have a couple of users (NT Workstation 4.0)(out of 200) who, when they logon, have the winnt\system32 folder open on the desktop (not Explorer but a static window like from My Computer). No other folders are open.

No problems other than thisand the users close the folder and continue with no problems. But it is annoying.

Any ideas?

Steve