Instead of using autoshapes, you could create a List of symbols.
Click Insert > Symbols from the menu, and enter the direction arrows
in a range of cells (one at a time, of course). Then, for the entry
field, click Data > Validation to open the Data Validation window and
set the Allow setting to "List" and select the range of cells
containing the symbols for the Source.
HTH,
Nicholas Hebb
BreezeTree Software
http://www.breezetree.com