symbolic links on NTFS

I had no idea NTFS supported symbolic links.  I know there are shortcuts, but these aren't the same as full blown symlinks.  The reason I thought this is because anytime I tried to ln -s in my Ubuntu VM on a directory that was shared with windows, I'd always get:

ln: failed to create symbolic link './link': Operation not supported.

I was expressing my frustrations to a co-worker who mentioned the mklink command in windows.  Sure enough, minimizing my VM and launching CMD I was able to use mklink to create a symlink in the directory I wanted.  The VM sees it as a regular directory but thats ok for my purposes.  The syntax is a bit different than the posix command ln:

mklink /D <link_name> <link_target>

for directories or

mklink <link_name> <link_target> 

for files.