There is no reason at all to use symlinked folders any more. You can get access to unlimited macros on each character through either ISBoxer or Jamba, so you don't need to have a seperate set of per account macros for each character.
Also both ISBoxer and HKN can be configured to handle per character settings from just one WoW install.
The change to WoW that allows the client to download while playing, without requiring the launcher.exe to run (something we had a choice about) completely broke seperate folders, due to the .lock files you're seeing.
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