Every time a shortcut is created Windows automatically append the “shortcut” suffix. To remove it you have to edit the registry (this applied to Windows 7)
To open the Registry Editor type regedit in the Search Programs and Files box and press Enter.
Look for the following key:
and double click on link to edit the binary value.
Now change 1E with 00 and click OK.
Close Registry Editor and restart your computer.
Next time you will create a shortcut the suffix will not be added anymore.