Users Desktop Icons

Hi
I am trying to create desktop icons for some users in a specific OU but its not working. I created a share folder in Server 2008 standard and shared with users. I put the icons there give the path and linked the GPO but its not showing anything. I applied to users only. Do you have idea what I missing? the client use windows XP and windows 7 client. Would be possible if you show me the steps I need to take.

Thanks