I have an NTFS external USB drive that I sometimes attach to an (old) 
Windows XP box that has Cygwin installed, and other times I attach it to 
an Ubuntu box.  I made a bunch of symlinks in Cygwin on XP but when I look 
at them on Ubuntu they are just small regular files.

So my first question is basically this:  What are you guys doing to deal 
with this kind of issue?  It would be best if I could make symlinks that 
just worked in Linux and Windows.  Can that be done?  Can working symlinks 
be created in either system that will work in both systems?

I know that XP is old and retired, so feel free to answer in terms of 
Windows 7 and newer, if newer versions are different.

Thanks in advance!

Mike