When you click Windows Explorer icon on the Start - Programs that by default it opens the drive is C. Actually you can just change the target, eg into C: \ Data \ MS Word, then you should do is right click the shortcut icon and move to the Shortcut tab. Projected change in the section as follows:
"C: \ windows \ explorer.exe / n, / e, C: \ Data \ MS Word"
If you want to open a folder as root then add / root, so the command to be 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.