I do this all the time.

The easiest thing is to have one folder that is the primary home for all files. Then, once created use explorer to create shortcuts in the other locations. You can then open and close through the link.

The easiest way to create the links is using Explorer. Open the home list of files in the right window. Then, using the right mouse drag the filename to the location you want the link. When you releasse the mouse it gives you three options COPY, MOVE or CREATE SHORTCUT HERE.

Good luck,

Del