A LNK file is a shortcut that points to a EXE file. It is not possible to convert the data stored in a LNK file so that it would function like an EXE file. However, you can replace the LNK file with the EXE file it points to, effectively converting it into an EXE file that performs the exact same function as the LNK file, but eliminates the need to establish a link between the files. Performing this conversion will allow you to boot the EXE file without worrying if the LNK shortcut is working or not.
Locate the folder that contains the LNK shortcut file.
Right-click the LNK file and select "Properties." Select the "Shortcut" tab. Copy the entire text in the "Target" section and paste it into the "Address" text box in the folder. If the shortcut is located on the desktop, open "My Computer" and paste the text into the "Address" box.
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Remove the quotation marks around the text and erase the last part of the file name that contains the "EXE" extension. For example, if you pasted this shortcut into the "Address" box, you should change it into the next address.
Original: "C:\Program Files\Wolfram Research\Mathematica\6.0\Mathematica.exe"
Corrected: C:\Program Files\Wolfram Research\Mathematica\6.0\
Press the Enter key. Locate the EXE file. If you can not see the file extension for the EXE file, click on "Tools," select "Folder Options," click "View," disable "Hide extensions for known file types," and click "OK." Right-click the EXE file and select "Copy."
Return to the folder that contains the LNK file. Right-click the LNK file and select "Delete." Right-click the folder screen and select "Paste." This converts the LNK file into an EXE file.