Remove arrow on desktop shortcut icons

Step 1:
Run > regedit
step 2:
select,expand > Hkey_classes_root> inside this you will find two folders named
Lnkfile and Piffile
step 3:
select,expand> Lnkfile folder, In the right pane you will get
IsShortcutkey, just delete this.
step 4:
select,expand > Piffile folder, In right pane you will get
IsShortcutkey, just delete this.

Only these two deletion will remove the shortcut symbol.

Logoff and you will notice the difference.