Inserting hyperlink in a Office document or email maps new network drives

Yesterday someone asked me for help because when she was trying to insert some hyperlinks in the body of an Outlook email new random network drives were getting mapped. That was really weird and it was the first I have ever seen that happening.

Usually when I insert a hyperlink I just paste it directly or I click on the Insert Hyperlink button and paste the link in the Address textbox. Perhaps that's the reason I never experienced that before.

She was clicking on the Insert Hyperlink button and browsing to a mapped network drive. As soon as she browsed to the root of that drive new network drivers got mapped.

After some investigation I found out that there were lots of shortcuts in the root of the network drive she was browsing to and they were all pointing to some folder on that same network share and also to other network shares. Once I deleted them the problem vanished.