Permanently delete the arrow from shortcuts
Shortcuts under Windows are adorned by default with a distinctive arrow to specially inform us that we are dealing with a shortcut, not with the application itself. While on the desktop we keep most of out shortcuts, not applications files, the arrow is annoying. Because there is no option to remove the arrow from the shortcuts here is a trick how to do it:
Go to Start -> Run -> Type Regedit. Browse the registry tree and look for HKEY_CLASSES_ROOT – lnkfile. Once you got there just delete the IsShortcut key. Now restart or log off computer and the icons will appear with no arrow attached
fandt dette her.->
http://news.softpedia.com/news/Shell-Related-Widows-Tricks-42556.shtml