Hey, thanks, Mouser!
It turns out I was using the old launch method but somehow 'Always launch shortcuts directly instead of resolving links' got checked. I unchecked that, and FARR works quite nicely. Only problem is I can't remember the names of things very well -- I need a menu of things to pick from! So FARR is only useful for programs I use often that I know the names of quite well. For most of my stuff, I have to go hunt through the start menu to find the name. And how do I add my WORK folder to the folders searched through? And Sounds? And Graphics? These are not in Billy Gates's My Documents at all but on other HDDs. Not enough room on internal HDD for everything.