How to iterate over all files in a directory:
This works on my MacBook, running Mac OSX Snow Leopard (10.6). Unix.
To list all files in your Documents folder, for example, enter in Terminal (Mac's command-line):
for file in ~/Documents/*; do echo "$file"; done;
To create hardlinks in the present working directory that point to files in your Documents folder, enter:
for file in ~/Documents/*; do ln "$file"; done;