Could have something to do with right-clicking your windower shortcut and changing the "Target" that it opens, maybe...
I only say that because it reminds me of when I tried out Hokutens private server. This is a screenshot from their setup guide and while it won't be the same for you, it kind of sounds like what you're dealing with so the above image is what it should look like and this is what yours may look like:
If this is far off, sorry. Just trying to be helpful.