to remove shortcut arrow from desktop icons in any type of document:

1. start regedit.
2. navigate to hkey_classes_root\lnkfile
3. delete the isshortcut registry value.

4. navigate to hkey_classes_root\piffile
5. delete the isshortcut registry value.

6. navigate to hkey_classes_root\conferencelink
7. delete the isshortcut registry value.
8. navigate to hkey_classes_root\docshortcut
9. delete the isshortcut registry value.
10.navigate to hkey_classes_root\internetshortcut
11. delete the isshortcut registry value.
12. navigate to hkey_classes_root\wshfile
13. delete the isshortcut registry value.

14. close regedit.

logoff and... enjoy!