I have a folder containing shortcuts that point to files that are located in various directories and drives. I would like to copy the files pointed to (NOT the shortcut files themselves) to a single destination folder.

Is there a way in windows (XP, Vista, 7), file manager, or some utility I can use to do this?

I've heard you can do this with various multi-step custom scripts. However, I've heard rumors there is a one click way to do this without having to fabricate a custom script each time, where regardless where the shortcuts point to, I can select the group of shortcuts and do a copy operation that will grab the files they point to. Then, I can paste or otherwise put the actual files (not shortcuts) into one directory.

It would be very time consuming to manually find each file pointed to by a shortcut and one by one copy them to the target folder.

Note that I've seen this question asked before on the internet but haven't seen a good answer.