You can use one for the following methods:
1. Use TweakVI
2. Use Vista Shortcut Overlay Remover (FxVisor 1.0)
3. Remove the shortcut arrow from your icons by doing the following:
Copy and Paste the following code into Notepad and save it as “Remove Shortcut Arrows.reg” (without the quotes)
Windows Registry Editor Version 5.00
Manual Installation of this tweak
1. Open Regedit (Start -> Run -> type “Regedit”) (withoutquotes)
2. Navigate to:
HKEY_CLASSES_ROOT -> lnkfile (LNKFILE)
3. Delete the following key “IsShorcut”
4. Close REGEDIT and Restart your computer.
After applying this tweak it is necessary for you to RESTART your machine so the new settings take effect.