XP or ME?

Well, they’re shared right now… How do I transfer?

Drag and drop.

It’ll only make a shortcut. It won’t let me copy to desktop.

Right click, click “Copy”
Right click where you want a copy of it, click “Paste”

This works better because instead of trying to move the file, you make a replica of it. I’ve never had any copy/paste errors, but I’ve had the drag/drop one you’re having.

Tried that too. It still didn’t work.

Copy the contents of the folders, don’t copy the link to the folders that’s on that page.