mklink /D c:\vim "C:\Program Files (x86)\Vim"

http://en.wikipedia.org/wiki/NTFS_symbolic_link

The mklink command is used to create a symbolic link. It has the following command line syntax:

    mklink [[/D] | [/H] | [/J]] link target

* /D – Creates a directory symbolic link. Default is a file symbolic link.
* /H – Creates a hard link instead of a symbolic link.
* /J – Creates a Directory Junction.
* link – Specifies the new symbolic link name.
* target – Specifies the path (relative or absolute) that the new link refers to.

Create symbolic link in Vista

DOS Batch