Hello Joe McG, as stated by the others, tweakui will remove the shortcut arrows. However there are a couple of known issues, when after applying critical updates, the arrows return and then cannot be removed again using tweakui. I know, because this happened to me!
I have now removed my arrows by editing the registry. Step 1, backup your registry (Always make a backup and know how to restore it before messing around!). Step 2, open the registry and search for IsShortcut and delete the entries (there should be at least 2). Step 3, close the registry and search for and delete the file Shelliconcache Step 4, restart the computer and you should have no more shortcut arrows.