Obviously you will need to connect as an Administrator user.
You don't mention which version of windows you are controlling but you may just need to temporarily disable UAC prompt for Administrator users.
On Server 2012 the setting for this is in
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Policies\System
ConsentPromptBehaviorAdmin
0
set it back to 2 to restore current default behaviour.
Hope this helps. I have not used mklink though.
Jon