Troj/Cplink-A is a malicious lnk file that is intended to exploit the vulnerability in Windows Shell described by CVE-2010-2568.
For more detailed discussion of the bug, including other malware that leverages the same vulnerability, and ways to protect yourself, check out the following links:
Windows zero-day vulnerability uses shortcut files on USB
Windows zero-day attack works on all Windows systems
CPLINK Shortcut mitigation and certificate revocation