On your desktop we see that most of the icons are such that if the text is not below them then we know what they are. Just like one most known icon is Internet Explorer, that we are so used to it that the text under it makes the icon ugly.
In order to remove the text you just need to right click on the shortcut and choose Rename. By holding the Alt key type the 255 from the right of your keyboard. The number keys on the above of your keyboard will not work.
To have a shortcut on the desktop for the first time simply Alt+255 is ok. Next time you have to enter it twice (Alt+255, Alt+255) and for third entering it 3 times will give you the idea what it is.
Actually Alt+255 is a blank character so the shortcut filename is named on the desktop with the blank. As the two files could not have same name so second shortcut will be named as two blank characters.
In this way an icon without a text is displayed on the desktop.
