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What happen with my shortcut file? I can't open it Anyone, plz help me

How to change the attributes (hidden, read-only, archive, system) of some hidden/system file/folder of Vista (ex: Application Data, Local Setting....)? I can't find it in General Tab (Context menu --> Properties). Other probleme: I like to change icon of some file type but the File Type tab (in Folder Option) is disappeared in Vista. Plz, show me how to do it?