setting up windows

Have you removed shortcut arrows on icons, if so ..

To resolve the missing or lost “Open file location” entry, the IsShortcut registry value and the file associations for shortcuts has to be fixed.
Run Registry Editor (regedit.exe).
Navigate to the following registry key:
HKEY_CLASSES_ROOT\lnkfile
Right click on the right pane, and select New -> String Value (REG_SZ) to create a new registry value.
Name the new registry value as IsShortcut . No value data required.
Restart the computer.