[an error occurred while processing this directive] How do I create symbolic links?

I have this program that behaves differently depending on the name it's called. Under Unix, I just create symbolic links to achieve that, but DOS doesn't support them. Do I have to put several identical programs under different names on my disk??

First, use stubedit to create a program-less stub, which is basically a copy of stub.exe except that you don't need to know where it came from:

  coff2exe -g mylink
This makes mylink.exe. Next, tell mylink.exe which actual program to run:
  stubedit mylink.exe runfile=realprog
Now, when you run mylink.exe, it calls go32 and tells it to run realprog (or realprog.exe) instead, but to tell it that it was called mylink. [an error occurred while processing this directive]