Windows ‘shortcuts’ can cause legitimate applications to do malicious things. This morning’s was detected as Troj/DownLnk-A. The Trojan Trojan is a downloader Trojan.lnk file. Over the next few days we will be scanning the web looking for where the technique is used. Do not click on links from sources you do not trust or that seem out of context. Do not assume any kind of file attachment is safe the bad guys are always making use of new tricks.”]
Source: https://nakedsecurity.sophos.com/2008/12/27/a-long-shortcut/