In Windows, images or rather icons, representing shortcuts of software or files on the desktop are shown with a mini arrow at the bottom left of each icon. 
To remove this famous arrow from your icons, you just have to go in:
- your Start menu,
- in the search module, type regedit
- Click on the search result
or
- your Start menu,
- Click Executer and type regedit
At the window of the register editor that appears, browse the HKEY-CLASSES-ROOT trees (read L in tiny to the first letter and not an i), in the right pane must appear a key answering the sweet name of IsShortcut. 
Delete or rename IsShortcut so that Windows no longer recognizes this key. Once this is done, close the registry editor window and restart your PC. And by the restart, the arrows on the shortcuts will be gone!