Folder Shortcuts and save/saveas dialogs

Hi,

I have a series of folder shortcuts for easy access to a few hidden away
folders in My Documents.

Under XP (2003, 2000, Me, 98, 95...) , no problems: From any application,
select the Desktop, double click on your folder shortcut, and bang, save.
Game over.

Under Vista, no shortcuts appear in the save/saveas dialogs... You have to
save a folder the hard (and much longer) way: double clicking through your
folder hierarchy until you get to the desired subfolder.

Is this normal or am I missing somthing?

Cheers,
Daniel