Outlook: Inserting a Shortcut to a File in the Contact Notes Section

Outlook 2002 seems to be missing an option that was available in earlier versions—the ability to insert a shortcut to a file in the notes section of a contact. On the Insert File dialog box, the options are Insert, Insert as Attachment, Insert as Text, and Insert as Hyperlink. The hyperlink is messy and takes up too much room. Has Outlook 2002 removed the option to insert a shortcut?

I think the text hyperlink might have replaced the shortcut option, as Outlook 2002 by default blocks .lnk shortcut files, as do copies of Outlook 2000 and Outlook 98 updated with the Outlook E-mail Security Update.