I didn't see it either....strange.

Couple of tips here (Not using IP): [link]

Removing Shortcut Icon

For Windows Vista
You will need Vista Shortcut Manager.

Once you've installed it, and everything open the 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.

Or (for XP) you can also download TweakUI from Microsoft. Download is half-way down on the right column.