windows - Use mklink in msys

I understand that Windows later-than-or-equal-to* Vista provides the mklink shell command. I'd like to make use of this from the Msys terminal. Any idea how?

When I enter mklink on the msys terminal, it outputs sh: mklink: command not found. Msys only provides a fake ln utility which appears to be effectively the same as cp.

I tried writing a shell script to open a Windows shell and run mklink within it, but when my shell script tries to execute cmd /C , msys brings the Windows shell to the foreground of the current terminal and leaves it there, without running the instructions.

**I don't say 'greater-than-or-equal-to' because XP was greater than Vista but had no mklink utility.*

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