Directory Path Problem with SHORTCUT

I created a program for departments to access on the network. When the users are not using my program, their deafault path is always C:\MY DOCUMENTS.
When I manually launch the program from the network, it runs perfectly. There are menu selections to look at PENDING or BILLED(directories up on the network). Selecting these menu options runs the excel VBA ChDir to the appropriate folder on the network.
My problem now is I created a shortcut on their desktop that calls the file from the network. But now when they select the menu option to look at files on network folders, the C:\MY DOCUMENTS folder appears instead. Why is the shortcut ignoring the VBA? How can I override this so it calls up the right directories? Thanks.