Windows Tweaks

Tweaks tools are very useful software that allow the users to change some deeply features of the OS.
For some changes you can edit the registry, but with these tools you can do this in an easy (and secure) way.

This is for Windows XP (sp 1 and higher):
http://download.microsoft.com/download/f/c/a/fca6767b-9ed9-45a6-b352-839afb2a2679/TweakUiPowertoySetup.exe
This software is from Microsoft, don't be afraid to install it, but take a look at what are you doing.

Old Tweak UI

You can also use a new tool for Vista, Seven...etc, it's TweakNow Powerpack, downloadable from:
http://tweaknow.com/

TweakNow

I used the first tool for removing the big arrow in the link icon on Windows Xp:

A small blu arrow is better than the big arrow in the white rectangle.

These software are secure, but pay attention changing settings.