I was browsing through the citrix forums on this topic.  Oddly enough I found an answer there.

If you copy explorer.exe from c:\windows to another folder and rename it to something else like "wexplorer.exe".  From that point you can add the command line argument "/root,c:\" this opens windows explorer directly to the C:\ drive.  You can swap that arguement for any folder or drive.

We're testing this now, works great.  We are hoping this makes a happy customer, if it does then we'll be purchasing some licenses.