In Windows, shortcut icons have a little curly black arrow in the lower left hand corner. The arrow is there to indicate that the icon is a shortcut or pointer to a file or folder rather than the file or folder itself. That makes perfect sense to me but not to a lot of folks who seem hell-bent on removing the arrow. There are lots of techniques, but using the free Tweak UI program is possibly the easiest. Full instructions here: http://windowsxp.mvps.org/arrow.htm
Trademarks: Microsoft and Windows are registered trademarks of Microsoft Corporation. The Windows Secrets series of books is published by Wiley Publishing Inc. The Windows Secrets Newsletter, WindowsSecrets.com, WinFind, Windows Gizmos, Security Baseline, Patch Watch, Perimeter Scan, Wacky Web Week, the Logo Design (W, S or road, and Star), and the slogan Everything Microsoft Forgot to Mention all are trademarks and service marks of iNET Interactive. All other marks are the trademarks or service marks of their respective owners.