In Start Menu you will find shortcut link for 'My Documents' folder. The following steps will show you how to remove this link from Start Menu:
  • Open your Registry from Start =>Run =>regedit
  • Then browse: HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\ Policies\Explorer
  • Right click on it to create or modify if exists a dword value called "NoSMMyDocs"
  • set data of the value as 0 to show or 1 to remove
  • Close the Registry Editor
  • Restart your system