Mike Littman doesn't like those "pesky little arrows" that Windows displays on shortcuts, and asked how to remove them.
You can remove those arrows by changing a Registry setting, but that's the hard way to do it--and possibly dangerous. You're better off using free software that can tweak the Registry for you.
If you're using Windows XP, download and install Microsoft's TweakUI (if you haven't, already). This is one of those programs that every XP user should have. Removing the arrows is only one of its useful functions.
If you don't want new shortcuts to be named "Shortcut to...," select Explorer in the left pane. Scroll down the settings list until you find Prefix "Shortcut to" on new shortcuts, and uncheck that option. This setting may require a reboot. Once you have TweakUI up and running, expand the Explorer section in the left pane, then select Shortcut. In the larger, right pane, you'll find four 'Shortcut overlay' options, including None. Select your choice, then click Apply or OK.
Microsoft didn't create a TweakUI for Vista and later versions of Windows. Luckily, Ramesh Kumar did it for them, and made Ultimate Windows Tweaker freely available. It's portable, so you don't have to install it, and it runs fine in Windows 7, 8, and Vista.
Once you're running the program, click Additional Tweaks in the left pane. Check Remove arrows from Shortcut icons, and/or Remove "-Shortcut" suffix for new shortcuts. Click Apply before closing the window.
You'll need to log off and on again to see the results.