What is the native way to create a shortcut (.LNK file) from the Windows XP command prompt?

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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http://www.optimumx.com/download/#Shortcut

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Go to the installation location of the program. Create a shortcut for the .EXE file or launch. Put a shortcut on your desktop so you know where it is! Then drag the shortcut to the START button (in XP). When the START menu appears, discard it ABOVE the small line (so that it remains visible). Hey presto is an instantly created .LNK file with Windows that does all the work for you (yes, this work works, I just did it and processed it when I read this question here.)

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