Create shortcut (to save disk space)

I have an app that downloads images every ten minutes and there are always at least 100 images for different things on the server. I need a way to create a shortcut programattically when some of them are the same so I don't waste disk space (they are huge files and often can be the same).
I guess I just was wondering if anyone knows how to create a Windows shortcut file? It looks like a pretty simple format, but it isn't plain text so I can't tell how it is done. Ideas?

I don't think you understand my problem.Yes, this is true. I understand your question but not your problem.
Surely you can only expect the shortcuts to be created on the client, because they contain the path of the file they refer to, and only the client knows this information. So if you were considering creating them on the server (and it isn't at all obvious where you planned to create them), that isn't going to work.
Also, I don't find it surprising that a Java API to create Windows shortcuts. Why would you bother when their format is undocumented? Especially since a documented Windows API to create them already exists and you could just call that via JNI.

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