Just download the Shortcut Overlay Remover utility, load it up and just click on the right to disable the shortcut arrow completely.......
http://www.softpedia.com/get/Deskto...acements/Vista-Shortcut-Overlay-Remover.shtml
http://www.softpedia.com/get/Deskto...acements/Vista-Shortcut-Overlay-Remover.shtml