Hard Linking in XP
As opposed to the soft linking from creating a shortcut in XP, you can also do a real hard link which will treat the file as if it is there.
In come cases you want a hard link to a networked file - i.e. for an Apache server.

Windows XP does support hard linking:

http://www.microsoft.com/resources/documentation/windows/xp/all/proddocs/en-us/fsutil_hardlink.mspx?mfr=true

In short, the command line syntax to create the hard link is:

*fsutil hardlink* *create* *NewFilename* *ExistingFilename*

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