Here are the steps to remove shortcut arrow in windows 7
(1)Start-->run-->regedit
(2)Locate the following key.
HKEY_CLASSES_ROOT\lnkfile
(2) Delete the IsShortcut registry value in the right pane
(3) Navigate to each of the following registry keys, and then follow steps from 2 to 3 above to remove the shortcut arrow:
HKEY_CLASSES_ROOT\piffile
HKEY_CLASSES_ROOT\ConferenceLink
HKEY_CLASSES_ROOT\DocShortCut
HKEY_CLASSES_ROOT\InternetShortcut
HKEY_CLASSES_ROOT\WSHFile
(4) Close regedit.
(5) Logout and restart your computer