It works for me... well sorta.

ECHO F|XCOPY "C:\test.cmd.lnk" "C:\Documents and Settings\All Users\Start Menu\Programs\Startup" /N /V /Y

Only prob is XCOPY does not preserve the long name so the CS ends up as TESTCM~1.LNK
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Give a man a fish and he will be back for more. Slap him with a fish and he will go away forever.