I don't really know eiither. Both those shortcuts are not rormal shortcuts, and depend on some registry entries (I suppose) to work the way they do. Things like what you mention happen when a location specified does not exist. XP goes looking through default locations for what it needs, and may end up finding something else. The surprise to me is that it ends up, through a detour, where it should, in you case.
Programs, including installers, can be "scripts." Maybe the Money installer is actually a script that runs from an html page (what Web pages actually are) and both IE and My Computer are set to a default page which is the Money installer. Or maybe the default page doesn't exist, and the Money installer is what XP finds instead.
For IE, right click and choose properties. Then change the defaut page to blank.
I don't know how you set the default page for My Computer, but if you will notice the address bar when it starts, it is My Computer, so I think it can be done.