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Use Classic Shortcut Arrow Overlay Icon
Changes the default shortcut arrow overlay on all shortcut icons to the small classic xp arrow.
Download the following code:
Windows Registry Editor Version 5.00 [HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\Shell Icons] "29"="%SystemRoot%\\system32\\shell32.dll,29"
Run it and then log off and log on, or restart the computer to apply.
To return to the default icon delete the "29" entry in Shell Icons. (NOTE: untested)