A customer that I'm currently working with began to have issues with the 'Connect To Office' functionality that is offered in SharePoint after installing Lync 2013 on computers that also have Office 2010.
Symptoms: There were two different symptoms that we began to see. First, some users would click 'Connect to Office' and then 'Add to SharePoint Sites'. SharePoint would indicate that the site had been added, but a link would never appear in the 'SharePoint Sites' explorer shortcut
Second, some users were completely missing the 'SharePoint Sites' shortcut in Windows explorer.
Solution: The solution for both issues required some edits and additions to the registry.
The following registry key is crucial to the proper functioning of the 'Connect to Office' feature. The registry key is created as part of a normal Office installation.
Notice the reference to '15.0' in the registry key. This indicates a reference to Office 2013. This key would have been created after Lync 2013 was installed. However, we also have Office 2010 installed along with Lync 2013. Office 2010 would be designated by '14.0' (e.g. HKEY_CURRENT_USER\Software\AppDataLow\Microsoft\Office\14.0\Common\Portal). Since there is no reference to '14.0' in the registry key listed above, the 'Connect to Office' functionality will not work when you are using Excel 2010, Word 2010, PowerPoint 2010 etc.. Installing Lync 2013 seems to have removed(or changed) the version of the registry key that referenced '14.0'. I was able to fix this by manually creating the required keys.
Create a new string value called 'PersonalSiteFallbackURL' in the following path
For the data value add the URL to your mysite host (e.g. http://mysite.contoso.com)
*The LinkPublishingTimestamp key is created automatically when you start adding sites via 'Connect To Office' in SharePoint.
I found that I did not have to delete the '15.0' registry hierarchy
This fix addressed both of the symptoms indicated above. It allowed the 'SharePoint Sites' explorer shortcut to be created for people who were missing it, and also enabled sites that are added via the 'Connect to Office' option to appear in the 'SharePoint Sites' explorer shortcut. Note that you won't see the newly added sites until you open Word, Excel, PowerPoint etc. and select 'Save As'.
By default, sites that are added via 'Connect to Office' will not be added to the 'SharePoint Sites' shortcut for 24 hours. You can bypass this limit by manually restarting the Web Client service on your computer. If the links still aren't populating then you can delete the LinkPublishingTimestamp registry key (located here: HKEY_CURRENT_USER\Software\AppDataLow\Microsoft\Office\14.0\Common\Portal), which will trigger a refresh the next time that you open Excel, Word, PowerPoint etc. and select 'Save As'. Alternatively, you can just wait 24 hours and then the links will populate on their own.