Quicksilver has a "Make Alias in..." action but this creates a hard link. Is there any way, including plugins, to create a symbolic link?
Best is to use an automator (service) you can call with QuickSilver…
The service receives "files or folder" in "Finder.app" You then add a "Run AppleScript" action with the following code (that you might want to tweak a little) :
It's in the Core Support plugin, but disabled by default — it's pretty "low-level" stuff. You should check your Actions preferences, sort the list by plugin, select Core Support and they should be there.
Edit: Added my comment as it was a better answer ;-).
How you did it should have worked — I've tried it just now and it works as expected (though you might check that both actions are enabled in the Actions preference since they are disabled by default).
I think you might have held ⌘ while executing, because "Make Hard Link In..." is set as the alternate action for "Make Link In...", and alternate actions where pretty "ghostly" a few versions ago — now you can see them as soon as you press ⌘.