When a user tries to add a Web folder to My Network Places, they receive:
The folder you entered does not appear to be valid.
This behavior occurs if you implement a policy that redirects the user's Application Data folder, or you modify the registry to redirect the user's Application Data folder.
These actions prevent the Add Network Place Wizard from creating a Msdaipp sub-folder, which is normally
created under %userProfile%\Application Data (normally "C:\Documents and Settings\