Computer Question
 

What does that little black arrow on each Desk top icon mean?

shortcut?

TheDon is correct. It`s a shortcut icon. If the arrow bothers you, download windows powertools. You can do some neat stuff like removing the arrows while still preserving the icons.

Your shortcuts don't have arrows?

A shortcut is a small file that points to another file. The shortcut is represented by an icon with the black arrow. Right click it and choose properties.

A regular file is also represented by an icon, you can right click it too, but the properties are different.

A shortcut allows you to "point" to something located somewhere else. If you right click any object, including a shortcut, you can create a shortcut to it.

Just about every Windows object is a file. Some do things, others just store data. A folder is just a file that contains other files. The desktop is a folder too.