Unfortunately, those arrows (mouse overlay shortcut) are only available for programs that have a jump list available for them.
What you could do if you like is to enable Quick Launch
, place the shortcuts you like in it, then leave Quick Launch unexpanded to have the arrow on top like below.
If that doesn't look like it will work for you, then you might try the free programs Start Menu 7
(non Pro version) or Classic Shell
to see if that may be able to get you closer.