There is, to my knowledge, limited support for "hard" symbolic links under Windows XP and (more openly) Vista, but it requires the filesystem to be NTFS:
[1] You may want to try the solution provided above in a hard disk first, since you would have to
reformat the USB drive as NTFS for this trick to work. Also, I'm not sure but this feature may heavily depend on NTFS permissions.
Now, since DokuWiki is a PHP software that
takes so great advantage of features like UNIX-style permissions, symbolic links and the like, I think it makes more sense to run your DoaS installation in a Ext2-formatted stick if you want to make use of suc hadvantages. When I want to access my DokuWiki installation through Windows, I simply use the Ext2IFS driver. This solution, however, would require you to use a ext2-reader/writter app together with the USB stick wherever you go...
[1]
http://www.thierryb.net/site/Symbolic-links-in-Windows.html