SharePoint 2010 site shortcuts for "Connect to Office" or File | Save As or File | Open dialog box are not available

Issue: Within Word, Excel, PowerPoint or OneNote, select within each of the products, select File, Save As or File, Open dialog box in Office 2010, the SharePoint site shortcuts within the SharePoint sites folder are not present.  Or you have selected a SharePoint document library, on the Library Tools tab, Library, choose on the Connect &…

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