How to Change Windows Icons ?

In my Windows desktop, there are a few icons. At the lower left side of the icons there may be an arrow inside a square. I do not know what funtion it does, and would prefer to eliminate it. Can anybody tell me how to do this?How to Change Windows Icons ?
The little arrow mean it is a shortcut. I don't think you can change that with the options available in Windows but there are some add on windows enhancing programs that do it.How to Change Windows Icons ?
you can remove it using tuneup utilites - tuneup styler

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Your desktop icons are links to programs or files.



Right click the icon and select Properties. This should tell you what the target file or program is.



You can right click an icon and select Delete to remove it but that does not remove the target file or program.
Icons on the desktop with a little white box in the lower left-hand corner with a small black arrow that points upward and to the right are shortcuts to programs. For example, if you want to create a shortcut to, say, PowerPoint: click Start, All Programs, Microsoft Office. Then right-click Microsoft Office PowerPoint and choose Create shortcut; a second Microsoft Office PowerPoint will display in the submenu. Click and drag it onto the desktop and click anywhere to close the All Programs menu. Now you can drag and drop the new shortcut icon where you wish it to be on the desktop (notice the white box in the lower left corner).
It depends on which icons you wish to change

lets start by changing an ordinary shortcut icon

1) right click the shortcut click on properties

2) you will see a button change icon click on it you will see what icons are available in that file highlight one double click and press apply or ok I have a selection of icons in their own files which I browse too I obtained them from a cheap CD of icons.

to change the recycle bin my computer icons is different

1) right click on desktop click properties

2) click on desktop tag then customise desktop button

3) highlight( click on the icon) what you wish to change

click on change icon double click on the one you want or if not there browse to a folder with your icons in.

4) click apply or ok

5) repeat until you have changed all the icons you want

Please be aware Vista icons are different in format size so many icons will not work you can download free vista icons of the web subject to the usual security precautions