To remove shortcut arrow from desktop icons in any type of document:

a) Perform instructions described under 'Remove shortcut arrow from desktop icons'. For your convenience, steps 1 to 3 are reported here.

b) Perform instructions described under 'Remove shortcut arrow from desktop icons (2)'. For your convenience, steps 4 and 5 are reported here.

c) And finally, do the same with conferencelink, docshortcut, internetshortcut and wshfile.

So, here is a summary of all actions:

1. Start regedit.
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.

14. Close regedit.

Logoff and... Enjoy!

Note : Please note that in some cases deactivating the arrow for *.LNK files might lead to duplicate items in the Explorer Context menu.