Have an App-V app that creates shortcuts you don't want? You have two options.
In the sequencer, on the Customize Applications screen, you can expand the application, right-click on Edit Shortcut and uncheck everything. This will leave the application (and thus the .osd, which is needed to suite, say a plug-ing, with another sequence) intact but not display a shortcut.
If you use the App-V standalone server you can modify, anytime, on the fly, what shortcuts are displayed and where they are. For instance, our users wanted Office Communicator 2007 to run on startup, I simply went into the console and added a shortcut to %CSIDL_STARTUP%