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Thankfully, I used (SAS)U ID10T's suggestion of downloading and trying Vista Shortcut Overlay Remover, it worked like a charm: all those arrows were gone after selecting "No Arrow" and restarting. (My old OS was 32-bit, and my new one is 64-bit - don't know if that makes a difference.) I tried getting rid of them in my OS with registry hacks (like those provided by Ultimate Windows Tweaker as suggested just above, etc.) that other users had suggested, but nothing worked. But upon re-launching steam afterwards, I was assaulted by these infernal shortcut arrows on all of them. I had added a bunch of non-steam games to my list before a reformat, for which I had assigned different icon files in the same root folders.
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