you are trying to create a HARD link. a hard link means that a duplicate entry is added to the file tables, meaning that the same piece of data can be accessed by multiple file names. however your data is on a physically different device, so this naturally makes no sense at all. If you read the ln manpage you'll see you need a SOFT link, which is more analogous to a windows "shortcut", it points to the other filename, rather than the actual data.
ln -s dir1 dir2
|