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From the New File task pane in any Office XP program, click Templates on my Web sites.
If the New File task pane is closed, click File, and then click New.
How?
Windows 2000 or Windows Millennium Edition
Type the URL of the Web server.
Type a name for the shortcut to the Web server, and then click Finish.
Windows NT 4.0 or Windows 98
From the desktop, double-click My Computer.
Double-click Web Folders.
Double-click Add Web Folder.
Click Create a shortcut to an existing Web Folder, and then click Next.
Type the URL of the Web server.
Type a name for the shortcut to the Web server, and then click Finish.