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Although this functionality is built-in to Windows 2000/XP, there are several extensions available to make working with symlinks more comfortable from Explorer since Microsoft didn't include this functionality in the context menu. My favorite tool is NTFS Link.

For you command-line users, here this is the blurb (cut-and-pasted) from the Sysinternals about a small wrapper script to make command-line useage more pleasant:

Win2K's version of NTFS supports directory symbolic links, where a directory serves as a symbolic link to another directory on the computer. For example, if the directory D:\SYMLINK specified C:\WINNT\SYSTEM32 as its target, then an application accessing D:\SYMLINK\DRIVERS would in reality be accessing C:\WINNT\SYSTEM32\DRIVERS. Directory symbolic links are known as NTFS junctions in Win2K. Unfortunately, Win2K comes with no tools for creating junctions - you have to purchase the Win2K Resource Kit, which comes the linkd program for creating junctions. I therefore decided to write my own junction-creating tool: Junction. Junction not only allows you to create NTFS junctions, it allows you to see if files or directories are actually reparse points. Reparse points are the mechanism on which NTFS junctions are based, and they are used by Win2K's Remote Storage Service (RSS), as well as volume mount points.

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Wiki Markup
*Usage: junction \[-d\] <junction directory> \[<junction target>\]*

To delete a junction specify the -d switch and the junction name.

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