No New Shortcut in Explorer

When I right click a folder or select File|New in Explorer there
is no option for creating a new Shortcut, only new Folder.

Any ideas?
James

Found one thing out. When I run Explore as follows:
'C:\Windows\explorer.exe /n,/e,/root,C:\' the new 'Shortcut'
is missing from the File|New and the context menu. But when
I run Explorer without any command line switches the new 'Shortcut is there.

Anyone know why this is so??

James

"JamesJ" <jjy@darwin_roadrunner.com> wrote in message
news:...
> When I right click a folder or select File|New in Explorer there
> is no option for creating a new Shortcut, only new Folder.
>
> Any ideas?
> James