suse@linux-337q:~/program/lottery> ln -s gainu ../softgainu
suse@linux-337q:~/program/lottery> cd ../
suse@linux-337q:~/program> ls -l softgainu
lrwxrwxrwx 1 suse users 5 5月 22 23:31 softgainu -> gainu
suse@linux-337q:~/program> ./softgainu
bash: ./softgainu: 没有那个文件或目录
suse@linux-337q:~/program>

你用错了。