CHANGE!
Sorry to change the question at all, but I'm really asking:
How to create a shortcut (.LNK) from the command line with minimal external help? I really don't want to run VBscript or download a program to do this for me. Is it really that hard?
Thanks to everyone who provided exceptional answers when I really didn't know what I was asking!
Original title of this question:
Unix ln -s windows equivalent for creating shortcuts from line command?
Original questionnaire for this question:
In * nix, I can create a symbolic link to a file very easily from a command using ln -s.
Windows XP ?
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