As for the problem at hand, windows links; they are not really links according to the POSIX (*nix if you like) way - they are "regular" files containing paths to the original file element.

As best I can figure, .lnk files are only treated as links by "Windows Explorer" (and maybe Internet Explorer, not sure). Applications that try to open a .lnk file will end up with a file handle to the contents of the .lnk file, not the file it points to. Therefore, it appears that applications have to be written to recognize .lnk files and handle the redirection themselves (probably there's a library to do this, but I've never "met" it).

FYI, Windows Vista and newer do implement actual symbolic links - however, the command that creates symbolic links is very obscure and seems to require administrative privilege to use.