Exploit:Win32/CplLnk is a detection for specially-crafted, malicious shortcut files that exploit the vulnerability that is described by CVE-2010-2568. The vulnerability has been resolved with the release of Microsoft Security Bulletin MS10-046.
If you look at a folder that contains the malicious shortcut using an application that displays shortcut icons, like Windows Explorer, the malware runs instead.
Successful exploitation results in the malware running with the privileges of the logged-on user; for example, if you're running with administrator privileges, the malware also runs with administrator privileges.
Alerts from your security software may be the only symptom.