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I am following my methodology for messing with this stuff and I am using WF3 right now. If I recall (its been a while), WF1 and 2 behave in a similar manner.
In your drawing, click FILE -> Properties.
An old-style menumanager will pop up. Select Drawing options. a new window will appear. It will look a lot like the config.pro editor.
The options at the top should default to Active drawing and By category.
About 2/3 of the way down the list is a category labelled 'these options control leaders'.
The option draw_arrow_style defaults to 'closed'. Select it and it will populate the dashboard-looking thingy at the bottom of the window. You have the option to select 'open' or 'filled'.
Once you make the selection... make sure you hit the add/change button. Verify that it is indeed changed in the main frame above. The status icon will flag that it has indeed changed.
Apply the changes and close. Your arrows should all reflect the change. If not, refresh the window.
These changes will stay with the drawing when it is saved.
There is a way to make it so you don't have to this for every drawing. Briefly, you have to make a new drawing start file and make all the relevent settings there. Then you change proe to use the altered start file rather than the OEM start file. More detail is out of the scope of this message.
Go to File, Properties. In the menu that opens up at right, choose Drawing Options. This opens an editor for your drawing setup file (a text file with a *.dtl extension).
Scroll down, and under "These options control leaders" you will find draw_arrow_style. Change it from "closed" (the default) to "filled".
If you want this or any other drawing settings change to apply to all your drawings, you'll need to use the save-as button (looks like two disks) and save the settings file. Since this file also controls things like drawing units, you may wish to have an english.dtl and a metric.dtl or something of that sort.
Then, in your config.pro (Tools, Options), make sure that the option drawing_setup_file points to the path for the *.dtl file you want.