For Windows Vista:
You will need Vista Shortcut Manager, but you can also do this with Vista Visual Master, as well.

Once you've installed Vista Shortcut Manager. Open it program up, and check "no arrow". Now the next time you log in it should take effect.



Before:


After:


For Windows XP:
1. Open Registery Editor (Type in your start search in the startmenu "regedit.exe")
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.

Close Registery Editor, and now the next time you log in it should take effect.