You can directly got to the folders by using Shell Commands in Windows XP/Vista/Windows 7.The shell: command can be used to open a special folder directly from the Start, Search menu or from the Run dialog.If you want to go to the my pictures folder just type shell:my Pictures in the run dailog or in the search menu. They are quite useful as using these you can directly open the folders which generally will take time to open if you go by the normal process.Here is the list of commands for shortcuts in  Windows Vista .
List of Commands for Windows XP:

• shell:Desktop
• shell:CommonPictures
• shell:RecycleBinFolder
• shell:Common Templates
• shell:Startup
• shell:Common Desktop
• shell:NetHood
• shell:Common Programs
• shell:Favorites
• shell:My Video
• shell:System
• shell:CommonVideo
• shell:LocalizedResourcesDir
• shell:Cookies
• shell:My Pictures
• shell:Cache
• shell:AppData
• shell:My Music
• shell:InternetFolder
• shell:Profile
• shell:Start Menu
• shell:Common AppData
• shell:ConnectionsFolder
• shell:Administrative Tools
• shell:PrintersFolder
• shell:ProgramFiles
• shell:Common Startup
• shell:ControlPanelFolder
• shell:SendTo
• shell:ResourceDir
• shell:ProgramFiles
• shell:PrintHood
• shell:CD Burning
• shell:Common Start Menu
• shell:Templates
• shell:Programs
• shell:Recent
• shell:Common Administrative Tools
• shell:SystemX86
• shell:History
• shell:Common Documents
• shell:Local AppData
• shell:Windows
• shell:Fonts
• shell:Personal

List of Commands for Windows 7: These Commands are extra commands than the above commands only for Windows 7.

• shell:Libraries
• shell:User Pinned
• shell:UsersLibrariesFolder
• shell:PicturesLibrary
• shell:ImplicitAppShortcuts
• shell:UserProgramFilesCommon
• shell:Ringtones
• shell:CommonRingtones
• shell:MusicLibrary
• shell:VideosLibrary
• shell:OtherUsersFolder
• shell:Device Metadata Store
• shell:PublicSuggestedLocations
• shell:SuggestedLocations
• shell:RecordedTVLibrary
• shell:UserProgramFiles
• shell:DocumentsLibrary

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