Outlook Shortcut causes software restriction policy error message

I am one of the administrators of a large network running Windows XP on the desktop, Windows 2000 servers and Exchange.  When a client copies or attaches shortcut to new email and then tries to open it, he gets a message that group policy settings prevent him doing so and to check the Event Viewer.

If the client attaches the actual document rather than the shortcut to it, there is no problem.  The following error message is displayed:
Error: "Windows cannot open this shortcut because it has been prevented by a software restriction policy. For more information open the Event Viewer or contact your system administrator."
Is this a known problem, do you know?  It has only just started recently and could be related to a hotfix or a Service Pack 1a that are the only things that I think we have done recently that might have causes it.  The client has several workarounds - sending the shortcut embedded in a doc, or using a unc path.  These both work without any issues.

Any assistance or ideas would be greatly appreciated.

Thanks and regards,

Peter Kennedy
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Check this pageout. Tells you about Configuring the Software Restriction Policy

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