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If you choose not to use a "tweak" program, you can modify your registry to get the same effect.
Back up your registry when you open it, by going to FILE EXPORT, and save it.
Start, Run, regedit.
Click on the + in front of HKEY_CLASSES_ROOT. This will open up the world's longest list of keys you'll ever want to see. Now, scroll** ALLLLLLLLLLLLLLLLLL the way down to the L section (you will see two sections going from A-Z, the section you'll need is the second one - the first one are file extensions). Look for the "lnkfile" key (small L) and click on it. You'll see on the right hand side, a setting called ISShortcut. Click on it, and delete it.
Now, continue scrolling down that long list, till you get to "piffile". And, again look to your right, and delete the same ISShortcut.
Close the registry, and restart your system.
**Instead of scrolling, use the FIND option (EDIT - FIND) and type in ISShortcut. Make sure the ones you delete are only in the folders lnkfile and piffile.
On a side note, for those of you that use RegSeeker (registry cleaning program) this program has the option to do this for you in the TWEAKS section.