I tried a few methods that didn't work, or removed the arrow but left that strange box when an arrow is missing. I think those methods were for Windows Vista. The method I found that worked was at the link below under "Alternative Method to Remove a Windows 7 Shortcut Arrow". I've copied the method I used below.
This method involves referencing the built-in shell32.dll, whereas the above method uses a .ico file to remove a Windows 7 shortcut arrow.
Launch Regedit. Navigate to this path: ** HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\explorer\ Underneath \explorer, create: a) A new Key called: Shell Icons (note plural IconS) In Shell Icons, create a new String Value (REG_SZ) called: 29 Assign to the setting of 29 the value of: %SystemRoot%\System32\shell32.dll,50 Once you have edited the registry, and configured '29' as in the screenshot below, then logoff and log back on again. One difference between removing shortcut arrow in Windows 7 and Vista is this, in Vista the path requires a double backslash. %SystemRoot%\\System32\shell32.dll,50. Where as in Windows 7 you just need the traditional single \ thus : %SystemRoot%\System32\shell32.dll,50.
