Use msysgit/"Git for Windows" to navigate Windows shortcuts?

I use msysgit on Windows to use git, but I often want to navigate through a Windows-style *.lnk shortcut. I typically manage my file structure through Windows' explorer, so using a different type of shortcut (such as creating hard or soft link in git) isn't feasible. How would I navigate through this type of shortcut?

For example:

PCUser@PCName ~
$ cd Desktop

PCUser@PCName ~/Desktop
$ ls
Scripts.lnk

PCUser@PCName ~/Desktop
$ cd Scripts.lnk
sh.exe": cd: Scripts.lnk: Not a directory

Is it possible to change this behavior, so that instead of getting an error, it just goes to the location of the directory? Alternatively, is there a command to get the path in a *.lnk file?

EDIT: I've heard that the inverse of this exists for cygwin, allowing you to create a symlink which works with explorer.

*ahem*

First, compile the following AutoHotkey script:

FileGetShortcut, %1%, shortcut_target
FileAppend, %shortcut_target%, *
ExitApp

Place the .EXE file in a %PATH% directory. I named mine follow.exe.

Now, you can effectively follow a Windows .LNK file in your working directory by using the following syntax:

cd `follow Shortcut.lnk`

where Shortcut.lnk's target is a valid directory.

Demonstration:

Once you've set up your follow.exe, you can add the following shell function to your ~/.bashrc file to simplify the syntax even further. ^{Thanks, Daniel!}

function cd
{
    if [[ ".lnk" = "${1:(-4)}" && -f "$1" ]] ;
        then builtin cd "$( follow "$1" )" ;
    else builtin cd "$1" ;
    fi
}

Now, you can follow .LNK files with just cd!

cd Shortcut.lnk

Demonstration:

It seems that it's not possible at this moment, and the recommended approach is to use the Junction utility:

About creating symbolic on msys

Update:

Thank you iglvzx for your answer.

However, in my case sometimes the bash autocompletion puts an / after the shortcut, like cd /f/downloads/scripts.lnk/, so I use it as an excuse to play with bash scripting and adjust your script, also checking for not acceptable shortcuts (broken or pointing to files):

cd() {

    shopt -s nocasematch

    if [[ -z "$1" ]];
        then
            echo Error: missing operand;
            return 1;
    fi;

    if [[ "$1" == "/" ]];
        then
            destination=$1;
        else
            destination=${1%/};
    fi;

    extension=${destination##*.}

    if [[ -f "$destination" && $extension == "lnk" ]];
        then

            finaldestination=`follow "$destination"`;

            if [[ -z "$finaldestination" ]];
                then
                    echo Error: invalid destination;
                    return 2;
            fi;

            if [[ -f "$finaldestination" ]];
                then
                    echo Error: destination is a file;
                    return 3;
            fi;

            builtin cd "$finaldestination";

        else
            builtin cd "$destination";
    fi;
}

Opening shortcuts from within msys is possible with cmd via the /C flag:

cmd //C "C:\Shortcut.lnk"

If it's a shortcut to a folder, it will be opened. The slash has to be escaped so msys doesn't convert /C to C:\.

Relative paths work as well, and quotes aren't needed for simple paths. If the lnk file is in current folder:

cmd //C Shortcut.lnk