Windows has had Unix-style symbolic links and hard links since NTFS 5.0 (meaning Windows 2000 and later), but many Windows users don't seem to know about them. These are not the relatively useless Windows Shortcuts that appear on your Explorer context menu when you right-click. The article Windows Symbolic and Hard Links on shell-shocked is a great article on the subject, but I thought I would put a little quick HOWTO blurb here for GLAST users:
My favorite tool is NTFS Link