When you right-click a shortcut and click "Open File Location", the following error message may popup:
This file does not have a program associated with it for performing this action. Please install a program or, if one is already installed, create an association in the Default Programs control panel.
To fix the problem, download the Folder association fix from the following link:
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Ramesh Srinivasan founded Winhelponline.com back in 2005. He is passionate about Microsoft technologies and has a vast experience in the ITeS industry — delivering support for Microsoft's consumer products. He has been a Microsoft MVP [2003 to 2012] who contributes to various Windows support forums.