Taking a long time opening documents

Hello All, I am having some problems here. I have Office 2000 Professional Installed on mine Win98SE machine. I have a lot of links to my documents on my desktop. Now when I click on these links it takes forever to open the chosen documents. When I go to the word or excel program and open up the documents through the menu system the documents open up quickly. So why doesnt it open up quickly from the link on the desktop?The Machine has Office 2000 sp1 and sp2.