Yeah, it's called mklink.
http://technet.microsoft.com/en-us/library/cc753194(v=ws.10).aspx
Edit - to clarify. You have a target folder - the one that already exists and contains your content, one of your examples was D:\programa\ . You want to create a link to it - that link doesn't currently exist, and would be C:\allprograms\programa\ .
mklink /d C:\allprograms\programa\ D:\programa\
That makes a soft link at c:\allprograms\programa (which didn't exist a moment ago) and points to the target d:\programa.
Tip - if you've tried something and it didn't work as expected, then include in your question those details - what you tried (exact syntax please) and the results, including any errors (verbatim.)