XP sets shortcut driveletter to UNCpath

Windows XP – I have a shortcut on my desktop pointing to a program on a network drive. Example n:\notepad.exe if the network drive is disconnected and I double click the shorcut XP automatically resets the shortcut path to the UNC path. Example \\server\c$\winnt\notepad.exe when the network drive is available again it will not change it back.

I NEED IT TO STOP CHANGING THE SHORTCUT PLEASE HELP!