Two possibilities I can think of:
1) They are reparse points. These show as type 'File Folder' in an explorer window, but can be identified using the 'Dir' command in a command prompt window -- where they are tagged as <JUNCTION> rather than <DIR>. Reparse points can be listed, created, and deleted using junction.exe from
http://www.sysinternals.com
2) They are folder shortcuts, which are not the same thing as the more common shortcut to a folder. Folder shortcuts have a single page in their property window listing the type as "Folder" and the target path of the shortcut. In a detail view in explorer, their type is listed as "Folder" rather than "File Folder". These are most easily created by opening two explorer windows, one to the user's start menu folder, the other to the parent of the folder you wish to create a shortcut for. Right-click and drag the target folder to the Start Menu folder and select 'Create Shortcut' after releasing the right mouse button. The shortcut created in the Start Menu can then be moved wherever you like.
Good Luck,
Keith