I was asked: Is it possible to put a link in a Document Library? Having links in a separate list was not what they were looking for.

A suggestion -- create an HTML document with a single line:

<meta http-equiv="refresh" content="0;url=somelink" />

Now, if you read the HTML specification from the W3C, you will note that this practice is discouraged. But it works in IE, and I can't think of an easier solution. 

Please post responses/solutions as a comment on my weblog.