Ahh gotcha. I think i can walk you through this....
Assuming Windows Vista (XP/2000 very similar, and Mac OS, I'm a bit clueless):
1) Record the IP Address of your device. In this example: 136.122.37.41
---If you're using Static IP's this works best :)
2) Record the name of the share. In this example: shareMe
3) Click Start -> Run (in vista, type RUN in the search bar for the Run window to appear).
4) In the "Open:" prompt type the device IP address and share name as shown below:
\\136.122.37.41\shareMe
and click Ok. Does a window open up? (empty folder contents)?
If so, you can make a shortcut from that window and you're in business.
If you have user/password credentials set, you'll likely be prompted.
If this above doesn't work...
Open up My Computer (Computer).
Press the ALT key and go to Tools -> Map Network Drive.
Pick a drive letter (whatever you want) and in the Location: bar type:
\\136.122.37.41\shareMe
Then, if you set user access permissions on the Linkstation, click the Blue link (it's a bit subtle) that says "different username".
Enter your username + password there (username + password you set for the Share access).
Once completed, you should see that Drive letter show up under My Computer. You can then make shortcuts of that and put them anywhere.
If this is a bit confusing, you can skip it all and use the Buffalo installation procedure, as i believe it does something similar.