Here is how to make a special icon on the desktop. This icon doesn't have the arrow on it. It also appears in explorer, by the Recycle Bin, Control Panel etc. so you can run it from there
(Right click and go OPEN)

1. Go into the registry
and scroll down to the very last entry.
2. Create a new key and copy the last entry's name and put this into the new key. Add an 'F' or a hex number letter in is somewhere.
eg: Last Entry Name: (FF393560-C2A7-11CF-BFF4-44455354000}
Your New Key:
3. Make a key called 'Default Icon' on the new key.
4. Make a key called 'Shell' then 'Open' 'Command'. In the 'Command' key click on the right hand pane and double click on 'default'. Type in the path to your app.
5. Copy your new key name onto the clipboard
3. On the desktop, create a new folder and call it 'Application Name.{FFF93560-C2A7-11CF-BFF4-444553540000}
4. Press Enter and Open your App!