Win98 Shortcuts

I had a weird problem.
A user told me that evertime they went to the database folder on the server there pc locked up. They had a short cut on their desktop to the main folder and the databases were in a subfolder. When using this shortcut to get to the database the pc frooze.
If I browsed to the file using MY Computer (icon) there were no lockups. I did this about 4 or 5 times after rebooting and the same thing happened.
Right now they are using My Computer to access the files.
What is the difference on how the file is being accessed??????????

There are no other Pc that have had this problem.