mklink cannot be used to delete symbolic links. To remove a symbolic link, simply delete them as if you’re removing a normal file. For example, to delete the foo symbolic link created above, enter the following command:

If the link is a hard link to a directory:

    C:\test>rmdir foo

or else, IF the link points to a file (as opposed to a dir)

    C:\test>del foo

Source: http://www.mydigitallife.info/2007/05/22/create-symbolic-links-hard-links-and-directory-junctions-in-vista-with-mklink/