When you click the Windows Explorer icon in the Start - Programs that open the default is drive C. Actually you can just replace those targets, for example into C: \ Data \ MS Word, then you have to do is right click the shortcut icon and then move to the Shortcut tab. In the Target change to be like the following:
"C: \ windows \ explorer.exe / n, / e, C: \ Data \ MS Word"
If you want to open the folder as root then add / root, so the command becomes as follows:
"C: \ windows \ explorer.exe / n, / e, / root, C: \ Data \ MS Word"
Now if you click on the shortcut will be opened by Windows Explorer folder is C: \ Data \ MS Word