Why don links to files on shared drives work on IE?
As with the Firefox issue, this is a reaction to security issues, and affects users running versions from around WinXP SP2. The specific issue is that file: links to files on a drive that are referenced by drive letter (e.g. file:U:\\file.doc) don’t work. Our strong recommendation is to refer to such files using UNC style paths. If you absolutely must use drive letters, you should be able to adjust the IE security settings to allow this.