Only network resources that are containers or are children of connectable containers are remembered on the desktop in a fashion meaningful to the MPR. Opening a remembered container opens an Explorer window focused on the World, expanded down to that container, therefore showing its contents. Authentication (perhaps even multiple authentications) may be necessary to accomplish this.
An attempt to remember a network resource (typically by dragging the network resource to the desktop) will as a minimum remember the network and the resource name in a link. If the resource is currently connected to, or the user has some level of authentication to the resource, then the authentication information and local DOS device (if any) will also be remembered in the link.