I think you meant page 211.
Turns out I didn't have Shared Profile enabled, so I followed your second piece of advice about checking the disk. Nothing unusual was found in the check disk, so I looked into permissions; by default, Simple File Sharing is enabled in XP, so I had to disable that in the Control Panel (Folder Options/View/uncheck Enable Simple File Sharing). From there, I was able to see the Security tab in the File Properties, but that's where I get a bit stuck and worried.
I'm especially concerned because for the two shortcuts I'm examining, one is an invalid shortcut created by a game installer, while the other one is an old shortcut created by an older version of Parallels-- "My Documents on .psf"-- although it's never worked (linking me to the My Documents folder I have on my hard drive-- NOT the My Documents folder of Windows XP, and not the OS X Documents folder). I'm wondering if successfully deleting what I think is a shortcut would actually delete the source folder. When I click on the "My Documents on .psf," it says "C:\Documents and Settings\Azurite.BLUEYESWHITEMAC\Desktop\My Documents on .psf is not accessible. Access is denied."
This leads me to believe it IS a shortcut, just targeting the wrong place. But I'd rather get rid of the "shortcut" anyway, because since Parallels updated last, there's another shortcut that works better (Parallels Shared Folders).
What I did was go to the Security tab, click on Advanced, and type in my username in the last box. When I click Check Names, it changes the username to the proper location/username format, and then I can click the checkboxes for the advanced/special permissions. I checked Full Control/Allow, and then I was able to delete the bad game shortcut, but now, when I click on the "My Documents on .psf" one, it lets me view the folder-- C:\Documents and Settings\Azurite.BLUEYESWHITEMAC\Desktop\My Documents on .psf is the address, and there's some kind of a shortcut to a folder (it's got a two-way pipe icon coming out from under it) that's called "target." When I click on THAT, it takes me to \\.PSF\My Documents. I'm worried that if I delete the first one (with the big long URL), I'll delete the actual folder-- or will I? Will I just be deleting the folder containing the shortcut to the actual My Documents folder, and not the folder itself?