"Hard" links are not allowed for directories. You need to make a soft link, like this:
Open a terminal.
ln -s /path/to/target /name/of/link
ln -s "/mnt/windows/My Documents" /home/user/Desktop/WinDocs
Nb you need quotes "" around filenames that have spaces in them.
Edit: Alternatively, if you are using KDE, navigate to the directory you want a link to using konqueror, then drag the directory icon to your desktop, let go of the left mouse button and choose "Link Here".
In either case, if you do not like the icon that is assigned, you can change it by r-clicking it, Properties, l-click the icon shown in "Properties", and select a new one.
Last edited by tredegar; 04-17-2006 at 06:19 AM.