Interner Explorer & Win 2000

I have installed a software o one PC running Windows 2000. The software creates an icon which should launch the browser. But when I double click o this shortcut it only opens a blank browser page. On this same computer I have created a shortcut to the http adressof he site that the original shortcut was supposed to open, the shortcut works when I click on it, but the problem is the shortcut appears as a file with no association when a user with no admin rights logs on. The shortcut works but it appears as a ‘e’ only to admi users and as a file with no associated program to others.
What is the matter? Is it a damaged internet xplorer installation on this PC. I am able to get this software working on another PC without this problem.
Please help.