here is how I did this with XP, which does not have mklink.
1. download rktools from ms:
http://www.microsoft.com/downloads/d...displaylang=en

2. run the linkd.exe in place of mklink...one of the following html links did not work, but I am up and running find in XP with this now:
"c:\Program Files\Windows Resource Kits\Tools\linkd.exe" Data "C:\temp\wow\Data"
"c:\Program Files\Windows Resource Kits\Tools\linkd.exe" Cache "C:\temp\wow\Cache"
"c:\Program Files\Windows Resource Kits\Tools\linkd.exe" Interface "C:\temp\wow\Interface"

md Errors
md Logs
md WTF

copy "C:\temp\wow\BackgroundDownloader.exe" .
copy "C:\temp\wow\Burning Crusade Install Log.html"
copy "C:\temp\wow\dbghelp.dll"
copy "C:\temp\wow\DivxDecoder.dll"
copy "C:\temp\wow\ijl15.dll"

copy "C:\temp\wow\Launcher.exe" Launcher.exe
copy "C:\temp\wow\Wow.exe" Wow.exe

copy "C:\temp\wow\Patch.html"
copy "C:\temp\wow\Patch.txt"
copy "C:\temp\wow\realmlist.wtf"
copy "C:\temp\wow\Repair.exe"
copy "C:\temp\wow\Scan.dll"
copy "C:\temp\wow\unicows.dll"
copy "C:\temp\wow\World of Warcraft Install Log.html"
copy "C:\temp\wow\WowError.exe"