I know that you can remove all the shortcut arrows by either modifying the registry or using TweakUI, but I was wondering if there was a way to create a single shortcut without an arrow. Thank guys.

if you look into a registry tweak which published in this msfn.org, you can do that.

I couldn't find what msfn11 was referring to, but here is a workaround kind-of method:

(Change "zzz" to any available extension)

Using registry editor...

Export HKCR\.lnk to a temporary reg file

Using notepad, replace all "HKEY_CLASSES_ROOT\.lnk" with "\.zzz" in this reg file

Replace the @="lnkfile" with @="zzzfile"

Save the file, and import it back into the registry

Export HKCR\lnkfile to a temporary reg file

Using notepad, replace all "HKEY_CLASSES_ROOT\lnkfile" with "HKEY_CLASSES_ROOT\zzzfile" in this reg file

Remove the "IsShortcut"="" line

Save the file, and import it back into the registry

Using command prompt, rename your link to something with a .zzz extension (explorer won't work because it refuses to show shortcut extensions)

I think you need HKCR\Lnkfile where you will find a key called IsShortcut. Rename it rather than deep-sixing it straight away. If it fixes your problem, get rid of it.