When you press a folder shortcut on the Internet Explorer Links bar, the folder opens in Internet Explorer, but NOT in a new window.
This behavior occurs when the you must press the double arrow on the Links bar to see the folder shortcut on the shortcut menu.
NOTE When the folder shortcut is visible on the Links bar without the need to press the double arrow, the folder will open in a new Internet Explorer window.
When you press a visible folder shortcut on the Links bar, Internet Explorer uses the Open method to open the folder in a new window. When you press a folder shortcut on the shortcut menu of the Links bar, Internet Explorer uses the Navigate method to open the folder using the current Internet Explorer window.