Can not create symbolic link to a file - symlink to directory is O

Hi;

For some reason, on a fresh clean install of Vista Ultimate, where i'm
logged in as the actual administrator, I can not create a symlink to an
individual file that works. I can create a symlink to an individual folder
and it works, its just files where the symlinks don't work.

For example if i do this: open an admin command prompt at C:\Temp - then do
C:\Temp\mklink mylinktest C:\Windows\System32\notepad.exe
a link is ceated for the file but when I try to use the link it comes up and
asks me which program I want to use to open the file and it never starts up
notepad even tho the path is correct in the properties. I also tried this:
C:\Temp\mklink mylinktest \Windows\System32\notepad.exe

However, if I create a symlink for a directory the symlink works fine.

What am I doing wrong?