Open registry editor by going to Start then Run and entering regedit. Once in registry, navigate to key

HKEY_LOCAL_MACHINE \ SOFTWARE \ Microsoft \ Windows \ CurrentVersion \ Explorer \ My Computer \ NameSpace \ DelegateFolders

You must see a sub-key named {59031a47-3f72-44a7-89c5-5595fe6b30ee}. If you delete this key, you have effectively removed the my shared documents folder.