On my Windows XP server, a folder called Share2 is shared. It contains a subfolder called folder3. The guest account is protected by a password, which means network users have to type the guest password to access it.

When a user types \\server\Share2 in his file explorer, he is prompted for a password.
When a user types \\server\Share2\folder3 in his file explorer, an error appears. He is not even prompted for a password.

This is problematic because I want to link to this particular folder.
How can I link to folder3?

Notes:
- Both Desktop shortcuts and HTML links in IE7/8 give an error if I link to folder3, but work if I just link to Share2.
- Using the file:// syntax instead of the \\ syntax leads to the same results.
- Password setting per http://www.lancelhoff.com/how-to-password-protect-a-shared-folder
- Not using "Simple File Sharing"
- The error message is ???????????????????????? which means "could not find it. check the path and try again". No English Windows around to try, sorry! It is easy to reproduce the problem though, so can anyone post the English error message for the sake of searchability? Thanks!