Network Places

We have a small network (20 computers) that run on Windows Server 2003.
All of the computers are XP Pro. I have a few users that are having
problems using the network places shortcuts. Let me explain. One of the
users has a file on her computer on a shared drive. Another user wants to
be able to access it. He does this but clicking on "My Computer", then he
clicks on "My Network Places". Here you can see a bunch of network links to
shared folders on other computers that have been automatically saved when he
access them in the past. Since he has accessed the file on the first users
computer, there is a network link to it. If he clicks it then, nothing
happens and he claims it locks his computer up. Everyone is logged on as an
user with limited access to settings on their computers. So, I guess I have
a few questions. First, why would this link not work? Second, is this the
best way to browse the network. I guess I have always used Windows Explorer
to find computers and folders on the network. And when I showed Windows
Explorer to him, he said he has never used it before. And finally, is there
a way to turn off the "automatic" links that the computer stores after a
user links to another computer or shared drive. It would help push users
into putting important company files on the shared drives on the server
instead of the local hard drive.
If I left anything out, I apologize. I have tried in the past to get
these users to put the data on a shared drive on the server since it is
important company data, but have not been successful. Thanks in advance for
any help and if you have any questions let me know.

Thanks,
Mike