Yommie,
When you say you want to put a link on the user desktops, do you mean you want a link to the document libraries (like a file share link)? If that is what you mean simply go into the folder click Actions and choose "Open with Windows Explorer" and copy the URL of the window that opens into a shortcut.
I'm not sure why it isn't opening a new window, but can you make a web folder out of the loaction? The URL of the web folder is an http address something like http://intranet/Docs/Documents/yommie
If you don't know how to create a web folder (it is always hard to tell how experienced people are in these forums)
Thanks a million Stephen, it worked. Please I will appreciate you giving me tips evry now and then on how I can better my understanding and usage of SharePoint Server 2007. Thanks once again.