Windows Shortcuts don't work with SQX file diagogue

So I decided to try and using Windows shortcuts to reduce time in fetching files. When you create a folder shortcut (i.e. on the Desktop), it may prevent the File Dialogue from working at all (just a freezing until you close the window). But if it does work and shows you the contents of the folder, as well as the Windows shortcut, you won't be able to follow the shortcut. Clicking on the shortcut does nothing. And when you close the dialogue down and try to relaunch it, you'll often get the message: "java.lang.reflect.InvocationTargetException".