first click on start and go in to run
1. type "regedit" in the run
2. Click on HKEY_CLASSES_ROOT
3. scroll down and than click on "lnkfile"
4.now right side window there is 3rd fild saying "IsShortcut"
5. Right click on it and Rename it "IsNotShortcut"
6. than close that window and logoff your computer and login back

That should do it.to remove shortcut arrow from your Desktop's short cut icons
it should look like and original icon!!!!!