Removing Shortcut Arrows, at Desktop

Click Start, Run and type Regedit.exe

Navigate to the following key:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\Curr entVersion\Explorer\Shell Icons

In the right-pane, create a new String value named 29
Double-click 29 and set its Value data as:

C:\Windows\System32\shell32.dll,50
(shell32.dll,50 is a empty icon)

Close Registry Editor.

Now do the steps mentioned in here :

1. Right click the Desktop / Properties / Appearance tab
2. Select Advanced / Item
   
3. Scroll for Icon
4. The default size is 32
5. Change this to 30
6. Clicking Apply