Those little arrows from shortcuts always pissed me off so I thought about sharing here how to get rid of them!
(you need an account to see links) → (you need an account to see links)
If you're using Windows 8 or 8.1, you'll need Ultimate Windows Tweaker 3. ((you need an account to see links))
Unzip it, double-click on "Ultimate Windows Tweaker 3.exe", click "Customization" in the left panel, then click the "File Explorer" tab. Click the "Remove Shortcut Arrows From Shortcut Icons" button. And you're done!
If you're using Windows 7 or Vista (I have no idea if it works no older versions), you'll need Ultimate Windows Tweaker 2. ((you need an account to see links))
Unzip it and load the program. Now click "Additional Tweaks" in the left panel and check "Remove arrows from Shortcut Icons". The changes won't take place until you click Apply, then Close, and then reboot (or at least log off and on).