Adding DFS Namespace to Favorites in Windows 7 Explorer

I am trying to create a Group Policy that adds a DFS location to the favorites in Windows Explorer. I have gone to "Computer Configuration-Preferences-Windows Settings-Shortcuts", created a new shortcut, set it to create or replace, Filled in all the pertinent information, selected All Users Explorer Favorites. It does create the shortcut but puts it at C:\Windows\system32\config\systemprofile\Favorites. It never shows up for any users in Windows Explorer under Favorites... What am I doing wrong? 

Thanks!