Hello Pete,
The shield icon that you see on some desktop icons after upgrading to Windows 7 indicates that those programs or shortcuts have been set to always run with administrative privileges. This is a security feature implemented by Windows to prevent unauthorized changes to your system.
When an icon has a shield overlay, it means that when you run that program, Windows will prompt you to confirm that you want to allow it to make changes to your system. This helps protect your computer from unwanted modifications by programs that require administrative access.
If you want to remove the shield icon from the desktop shortcuts, you can adjust the permissions of the program directly or update the properties of the shortcut to run...