Unable to create links :(

Hi
I have made 4 of my fat32 partions auto mount at start-up So every time system starts these 4 partions comes on desktop .Now i wana make shortcuts for some of my folders residing in this fat volume on desktop but whenever I try to create a link on any folder i get this message :

Error "Operation not permitted" while creating a link to "/media/sda6/pics".

Click to expand...

plz tell me how can i create shortcuts on my fat partions ?