How can I get rid of the arrow over the shortcuts?

A. A. You can remove the overlay by using TweakUI

1. Start TweakUI control panel applet (Start - Settings - Control Panel - TweakUI)
2. Click the Explorer tab
3. Select the arrow type (Arrow, light arrow, none or custom)
4. Click Apply then OK
5. Close the TweakUI applet

You can also remove the arrow by editing the registry

1. Start the registry editor (regedit.exe)
2. Move to HKEY_CLASSES_ROOT\lnkfile
3. Select IsShortcut and select Delete from the Edit menu
4. Restart the machine