can not locate dll ?

I've found out why:
If I drag exe file to menu and drop, it copies exe file to that folder;
If I drag it to menu and wait for right-hand-side droplist to appear and drop it there, a shortcut is created;
If I drag it to root, a shortcut is created.

Thank you. Now I see. I'll try to fix this problem.

BTW, can I move this folder to somewhere else , say D:\ ?
C:\Documents and Settings\xxxx\Application Data\Microsoft\Internet Explorer\Quick Launch

Yes. TLB Settings->Toolbars or TLB Settings->Options->Toolbars in version 4.4.13, create there the toolbar with the other folder. Copy the content of C:\Documents and Settings\xxxx\Application Data\Microsoft\Internet Explorer\Quick Launch in to your folder. The right-click the TLB select Switch Toolbar submenu and select your toolbar.

Other way: hold down CTRL+SHIFT key when you open TLB and it will ask you for folder.