Well, my first reporting of a bug to Microsoft (via the phone, through product support services) has finally resulted in a KB article.
http://support.microsoft.com/kb/913548/
I submitted this bug to Microsoft on November of 2005 and it finally made a public KB article on June 1 of 2006. At least this was a relatively minor issue.
See the press release on the globeranger website or see the press release on the Psion Teklogix website.
UPDATE (9/7/2006):Microsoft closed my bug without really looking at it. I got “not an IE problem“. Luckily, someone else has picked up the cause and resubmitted with a bit more information for me. If you are having this problem and want it fixed (because ShellExecute=false may not work for you), then go here and vote/validate the bug:https://connect.microso... UPDATE 2 (9/18/2006):Microsoft closed the new bug again without really looking ......