Exp/Cplink-A is a link file (.lnk) that is attempting to exploit CVE-2010-2568.
The vulnerability exploited by Exp/Cplink-A is related to the way Windows displays the icon associated with link files. In order to display the correct icon in Windows Explorer, the DLL referenced by the link file is loaded in such a way that code at the entry point is automatically executed.
Examples of Exp/Cplink-A have been found to spread via USB drives and download code from remote web shares.
The official Microsoft page for this vulnerability can be found at www.microsoft.com/technet/security/advisory/2286198.mspx
For more information see www.sophos.com/shortcut