You can copy the shortcut onto the 'All Users' desktop, this will prevent deletion from non-admin accounts.
If you want to remove the arrows from shortcuts, open the registry editor and navigate to HKEY_CLASSES_ROOT. Scroll on down to Pifile. In the right pane, rename ISSHORTCUT to read SHORTCUT.
Update
I just tried the method from your link in XP and it works just fine.
Copy the following code and paste it into a Notepad:
Windows Registry Editor Version 5.00
[HKEY_CLASSES_ROOT\CLSID\{0011C78C-4B81-41d2-80F5-3D992DD9ACC7}]
@="Google Chrome"
[HKEY_CLASSES_ROOT\CLSID\{0011C78C-4B81-41d2-80F5-3D992DD9ACC7}\DefaultIcon]
@="C:\\Documents and Settings\\USER\\Local Settings\\Application Data\\Google\\Chrome\\Application\\chrome.exe,0"
[HKEY_CLASSES_ROOT\CLSID\{0011C78C-4B81-41d2-80F5-3D992DD9ACC7}\Shell]
@="Open"
[HKEY_CLASSES_ROOT\CLSID\{0011C78C-4B81-41d2-80F5-3D992DD9ACC7}\Shell\Open]
[HKEY_CLASSES_ROOT\CLSID\{0011C78C-4B81-41d2-80F5-3D992DD9ACC7}\Shell\Open\Command]
@="C:\\Documents and Settings\\USER\\Local Settings\\Application Data\\Google\\Chrome\\Application\\chrome.exe"
[HKEY_CLASSES_ROOT\CLSID\{0011C78C-4B81-41d2-80F5-3D992DD9ACC7}\ShellEx]
[HKEY_CLASSES_ROOT\CLSID\{0011C78C-4B81-41d2-80F5-3D992DD9ACC7}\ShellEx\PropertySheetHandlers]
[HKEY_CLASSES_ROOT\CLSID\{0011C78C-4B81-41d2-80F5-3D992DD9ACC7}\ShellEx\PropertySheetHandlers\{0011C78C-4B81-41d2-80F5-3D992DD9ACC7}]
[HKEY_CLASSES_ROOT\CLSID\{0011C78C-4B81-41d2-80F5-3D992DD9ACC7}\ShellFolder]
"Attributes"=hex:00,00,00,00
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\Desktop\NameSpace\{0011C78C-4B81-41d2-80F5-3D992DD9ACC7}]
note: replace USER with your account name! (Windows 7 requires additional changes to the path, just find chrome.exe, remember: double backslash!)
save the file as REG file, e.g. chromestaticicon.reg and import it, press F5 to refresh the desktop.

Warning: always backup your registry before making changes!
However, this is not safe from deletion, anyone with access to the registry can nuke the key HKEY_CLASSES_ROOT\CLSID\{0011C78C-4B81-41d2-80F5-3D992DD9ACC7} and the Icon is gone again. :)