can’t add folders to favorites in Office2003

In WordXP, you could click on Tools, Favorites, Add to Favorites, and put selected FOLDERS in your Favorites. In Word2003, it’s on the Web toolbar, and you can Add to Favorites, but it only allows you to add at the file level, not folders. Is there any EASY way to add FOLDERS to your Favorites in Word2003, like you could in WordXP?