If you ever change your My Computer icon's name, changing the reg key won't change what you see on your desktop.

Go to this key: HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\CLSID\{20D04FE0-3AEA-1069-A2D8-08002B30309D}

and change the value of the (Default) key so it's blank. Then refresh your desktop and you're good to go.