This is a Windows error message indicating that the current user does not have permission to create symbolic links. By default, this privilege is granted only to administrators. Your options for correction are to either run as an administrator (which, of course, is dangerous for ordinary everyday use), or explicitly enable the privilege for the user performing this process.
The accepted answer to this question describes step-by-step details for enabling privileges for a specific user:
https://superuser.com/questions/124679/how-do-i-create-a-link-in-windows-7-home-premium-as-a-regular-user
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