Hi Dan,
If the vi is top level, the shortcut to the library should open the vi.
If not it must be because windows is openning llb's with another application than LabVIEW (Normally I.E.).
Right click on the shortcut, choose open with, choose LabVIEW and mark the option allways use this program to open this type of file.
It should work then.
Hope it helps,
Paulo