For those of us who use the newer Powershell, instead of the legacy cmd.exe, mklink isn't available. But you have some different options:
- Use the sysinternals tools, as recommended in the comment below
- Install PowerShell Community Extensions and use New-HardLink, New-SymLink, New-Junction, Remove-ReparsePoint http://pscx.codeplex.com/
- Use ln.exe
- c:\Windows\system32\fsutil.exe create hardlink
- Use mklink anyway: PS C:\> cmd /k mklink /D foo bar